| 演題番号 | 2G2-2 |
|---|---|
| 題目 | Analyzing relationships between CTARMA and ARMA models |
| 著者 | Demeshko Marina(大阪大学 産業科学研究所) 鷲尾 隆(大阪大学 産業科学研究所) 河原 吉伸(大阪大学産業科学研究所) 清水 昌平(大阪大学産業科学研究所) |
| 時間 | 06月02日(Thu) 10:55〜11:15 |
| 概要 | A physical system can be represented by autoregressive and moving average (ARMA) model in discrete time domain, which can determine system's parameters. We extend the ARMA model to an ARMA-LiNGM model which is a canonical form to represent the physical system. We further analyze the relationships between the ARMA-LiNGM model and a CTARMA model which is another canonical form in continuous time domain. As the consequence, we provide the relations between the coefficients of the two models. |
| 論文 | PDFファイル |