一类非稳定广义ARMA序列的建模

MODELLING FOR A CLASS OF UNSTABLE ARMA SERIES

本文讨论非稳定广义ARMA序列的建模问题,从辅助变量方法的角度,导出模型参数的一种估计算法,并应用鞅收敛定理证明了该估计的强相容性。

This paper presents a state increment linear equation of perturbation propagation for serial transfer line with blocking by Maxalgebra theory. On the basis of this equation a new algorithm of perturbation analysis is suggested. The algorithm is simple in structure and can be realized on a computer.