采样间隔趋于零时A(2)模型的退化

Degeneration of A (2) Model when Sampling Interval Tends to Zero

本文对在线监测中较为重要的A(2)时序模型,在采样间隔很小时的退化问题进行了探讨。发现采样间隔过小会使A(2)模型退化成φ_1=1的A(1)模型。因此在出现这种模型时要认真分析一下采样间隔是否合适以免造成误判。

This paper discuddes the degeneration problem of the A (2) time series model which is an important model for on—line monitoring when the sampling intweoal is small. It is discoeered that the A (2) model will degenerate to A (1) model with φ_1=1 when the sampling interoal is too small. Sampling interoal should be studied if this kind of model is found so that misjudgement can be avoided.