
Accession Number : ADA136354
Title : On ARMA (Autoregressive Moving Average) Representations for White Noise in a Markovian Environment.
Descriptive Note : Technical summary rept.,
Corporate Author : WISCONSIN UNIVMADISON MATHEMATICS RESEARCH CENTER
Personal Author(s) : Glynn,P W
PDF Url : ADA136354
Report Date : Oct 1983
Pagination or Media Count : 11
Abstract : Autoregressive moving average (ARMA) models are frequently used to describe disturbances associated with signals. Usually, such processes are discussed in the context of finite dimensional linear systems. In this note, the author shows, that ARMA models also occur in a rather different setting, namely as descriptions of white noise in a randomly varying environment. Such a result is useful in better understanding the proper role of ARMA processes in systems theory.
Descriptors : *Mathematical models, *Regression analysis, *Signals, White noise, Markov processes, Atmospheric disturbances, Matrices(Mathematics), Computations
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE