p-平稳过程的最大Ch熵谱估计

MAXIMUM CH-ENTROPY ESTIMATOR OF P-ADIC STATIONARY PROCESS

研究少平稳随机序列在Chrestenson变换意义下的功率谱密度及其最大熵估计问题,得到了功率谱密度函数与熵率的关系公式及最大熵谱估计的正规方程。在采样数据个数为p^m的情况下,最大熵谱估计可直接由已知的有限自相关数据表示。这些结果与Fourier意义下的功率谱密度估计有很大的不同。

In this paper the power spectral density of p-adic stationary stochastic process under the sense of Chrestenson transform and its maximum entropy estimator are studied. The relationship formula between the power spectral density and the entropy rate and the normal equations of maximum entropy spectral estimator which is expressed in finite form are obtained. When the number of sampling data is pm, the maximum entropy estimator can be directly expressed by the known finite autocorrelation data. These results are much different from that of Fourier's.