Sample continuity with probability one for the estimator of impulse response function
Тип публікації :
Стаття
Дата випуску :
2020
Автор(и) :
Rozora, I. V.
Мова основного тексту :
Англійська
eKNUTSHIR URL :
Випуск :
3
ISSN :
1812-5409
Початкова сторінка :
96
Кінцева сторінка :
102
Цитування :
[APA 7] Rozora, I. V. (2020). Sample continuity with probability one for the estimator of impulse response function. Bulletin of Taras Shevchenko National University of Kyiv. Physics and Mathematics, (3), 96–102. https://doi.org/10.17721/1812-5409.2020/3.10
[ДСТУ] Rozora I. V. Sample continuity with probability one for the estimator of impulse response function. Bulletin of Taras Shevchenko National University of Kyiv. Physics and Mathematics. 2020. no. 3. P. 96—102. DOI: 10.17721/1812-5409.2020/3.10 (date of access: 25.07.2026).
The problem of estimation of a stochastic linear system has been a matter of active research for the last years. One of the simplest models considers a ‘black box’ with some input and a certain output. The input may be single or multiple and there is the same choice for the output. This generates a great amount of models that can be considered. The sphere of applications of these models is very extensive, ranging from signal processing and automatic control to econometrics (errors-in-variables models). In this paper a time-invariant continuous linear system is considered with a real-valued impulse response function. We assume that impulse function is square-integrable. Input signal is supposed to be Gaussian stationary stochastic process with known spectral density. A sample input–output crosscorrelogram is taken as an estimator of the response function. The conditions on sample continuousness with probability one for impulse response function are investigated.Key words: impulse response function, linear time-invariant system (LTI), Gaussian process, crosscorrelogram, sample continuity.Pages of the article in the issue: 96 - 102Language of the article: Ukrainian
Файл(и) :![Ескіз]()
Вантажиться...
Формат :
Adobe PDF
Розмір :
175.2 KB
Контрольна сума :
(MD5):21f7072bf33389e580298fc318e20e93
Якщо не вказано інше, ця робота розповсюджується на умовах ліцензії Creative Commons Attribution 4.0 International