Innovations and entropy rate with applications in factorization, spectral estimation, and prediction
作者： Athanasios Papoulis
DOI: 10.1007/978-94-011-2791-2_12
关键词:
摘要: The concept of innovations is introduced as the base orthonormal representation a random process and result used to simplify estimation spectrum an ARMA process. model conceptually justified in terms principle maximum entropy generalized context rate.
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sci-hub.st 参考文章(9)
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