SYNTHESIS OF MULTIVARIATE RANDOM VIBRATION SYSTEMS - 2-STAGE LEAST-SQUARES AR-MA MODEL APPROACH

被引:34
作者
GERSCH, W [1 ]
YONEMOTO, J [1 ]
机构
[1] UNIV HAWAII,DEPT INFORMAT & COMP SCI,HONOLULU,HI 96822
关键词
D O I
10.1016/0022-460X(77)90370-4
中图分类号
O42 [声学];
学科分类号
070206 ; 082403 ;
摘要
引用
收藏
页码:553 / 565
页数:13
相关论文
共 27 条
[1]   MARKOVIAN REPRESENTATION OF STOCHASTIC-PROCESSES AND ITS APPLICATION TO ANALYSIS OF AUTOREGRESSIVE MOVING AVERAGE PROCESSES [J].
AKAIKE, H .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1974, 26 (03) :363-387
[2]  
AKAIKE H, 1976, ADV SYSTEM IDENTIFIC
[3]  
BARTLETT MS, 1946, J ROY STAT SOC B, V8, P27
[4]  
BELLMAN R, 1960, INTRO MATRIX ANALYSI
[5]   NONRECURSIVE MODELS AS DISCRETE APPROXIMATIONS TO SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS [J].
BERGSTROM, AR .
ECONOMETRICA, 1966, 34 (01) :173-+
[6]  
CURRAN RT, 1971, 63032 STANF U INF SY
[7]   The elementary Gaussian processes [J].
Doob, JL .
ANNALS OF MATHEMATICAL STATISTICS, 1944, 15 :229-282
[8]  
Durbin J., 1960, ECONOMETRICA, V28, P233, DOI 10.2307/1401322
[9]   NUMERICAL SIMULATION OF STATIONARY AND NON-STATIONARY GAUSSIAN RANDOM PROCESSES [J].
FRANKLIN, JN .
SIAM REVIEW, 1965, 7 (01) :68-&
[10]   MAXIMUM LIKELIHOOD ESTIMATION OF STRUCTURAL PARAMETERS FROM RANDOM VIBRATION DATA [J].
GERSCH, W ;
NIELSEN, NN ;
AKAIKE, H .
JOURNAL OF SOUND AND VIBRATION, 1973, 31 (03) :295-308