摘要
本文计算出了上次对角双线性时序模型的输入序列与输出序列的互协方差函数和双互协方差函数,获得了该模型的互谱密度函数和双互谱密度函数,得到了一些良好的性质.
The co-covariance and bi-co-covariance of input-output series for Upper Sub-DiagonalBilinear Modeis(USDBL)are derived,and the co-spectral density and bi-co-spectral density for JSDBLmedeis are obtained. In addition,some important properties are given.
出处
《东南大学学报(自然科学版)》
EI
CAS
CSCD
1994年第2期47-53,共7页
Journal of Southeast University:Natural Science Edition
关键词
双互协方差
时间序分析
USDBL
bilinearity
co-covariance
bi-co-covariance/co-spectral density
bi-co-spectral density