The Colored Noise Gain Function of the Single Input and Single Output Discrete-time System
A method for obtaining the colored noise gain function is proposed. The colored noise gain function is the function which gives the auto-covariance of the output signal of SISO (single input and single output system) from the auto-covariance of the input singnal. The input signal is asumed to be whi...
Gespeichert in:
| Veröffentlicht in: | Shisutemu Seigyo Jouhou Gakkai rombunshi Control and Information Engineers, 2022/06/15, Vol.35(6), pp.165-174 |
|---|---|
| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | eng ; jpn |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | 174 |
|---|---|
| container_issue | 6 |
| container_start_page | 165 |
| container_title | Shisutemu Seigyo Jouhou Gakkai rombunshi |
| container_volume | 35 |
| creator | Komatsu, Nobuo |
| description | A method for obtaining the colored noise gain function is proposed. The colored noise gain function is the function which gives the auto-covariance of the output signal of SISO (single input and single output system) from the auto-covariance of the input singnal. The input signal is asumed to be white or colored Gausian noise. And ACF(auto-covariance function) for ARMA (autoregressive moving average) model is derived from the proposed function with white noise input in closed form. Some results of the calculation of ACF with white noise input and the simulation of the system with colored noise input show the effectiveness of the proposed method. |
| doi_str_mv | 10.5687/iscie.35.165 |
| format | Article |
| fullrecord | <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_proquest_journals_2720102019</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>2720102019</sourcerecordid><originalsourceid>FETCH-LOGICAL-c1595-619655e41d4075c19a966db133a6329791abce0efccf0358b4cf8e3a8ab24f353</originalsourceid><addsrcrecordid>eNpF0FFLwzAQB_AgCo65Nz9AwFc7c02Ttk8i083BcA9OEF9Cml63jK2dSfqwb2_n5nwIB3e_y8GfkFtgQyGz9MF6Y3HIxRCkuCC9GDIRZQCfl6QHPIkjIWV2TQbe24JxSBMALnrka7FCOmo2jcOSvjXWI51oW9NxW5tgm5o2FQ0debf1coN0Wu_aQHVd_jXmbTh0nrvrDgNGwW47vPcBtzfkqtIbj4NT7ZOP8cti9BrN5pPp6GkWGRC5iCTkUghMoExYKgzkOpeyLIBzLXmcpznowiDDypiKcZEViaky5DrTRZxUXPA-uTv-u3PNd4s-qHXTuro7qeI0ZsC6l3fq_qiMa7x3WKmds1vt9gqYOgSofgNUXKguwI4_HvnaB73EM9YuWLPBfyxPG-eJWWmnsOY_AcF6qg</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>2720102019</pqid></control><display><type>article</type><title>The Colored Noise Gain Function of the Single Input and Single Output Discrete-time System</title><source>J-STAGE Free</source><source>EZB-FREE-00999 freely available EZB journals</source><creator>Komatsu, Nobuo</creator><creatorcontrib>Komatsu, Nobuo</creatorcontrib><description>A method for obtaining the colored noise gain function is proposed. The colored noise gain function is the function which gives the auto-covariance of the output signal of SISO (single input and single output system) from the auto-covariance of the input singnal. The input signal is asumed to be white or colored Gausian noise. And ACF(auto-covariance function) for ARMA (autoregressive moving average) model is derived from the proposed function with white noise input in closed form. Some results of the calculation of ACF with white noise input and the simulation of the system with colored noise input show the effectiveness of the proposed method.</description><identifier>ISSN: 1342-5668</identifier><identifier>EISSN: 2185-811X</identifier><identifier>DOI: 10.5687/iscie.35.165</identifier><language>eng ; jpn</language><publisher>Kyoto: THE INSTITUTE OF SYSTEMS, CONTROL AND INFORMATION ENGINEERS (ISCIE)</publisher><subject>ACF ; auto-covariance ; Autoregressive moving-average models ; colored noise input ; Covariance ; discrete time system ; Discrete time systems ; SISO ; White noise</subject><ispartof>Transactions of the Institute of Systems, Control and Information Engineers, 2022/06/15, Vol.35(6), pp.165-174</ispartof><rights>2022 The Institute of Systems, Control and Information Engineers</rights><rights>Copyright Japan Science and Technology Agency 2022</rights><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-c1595-619655e41d4075c19a966db133a6329791abce0efccf0358b4cf8e3a8ab24f353</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,780,784,1881,27923,27924</link.rule.ids></links><search><creatorcontrib>Komatsu, Nobuo</creatorcontrib><title>The Colored Noise Gain Function of the Single Input and Single Output Discrete-time System</title><title>Shisutemu Seigyo Jouhou Gakkai rombunshi</title><addtitle>Transactions of the Institute of Systems, Control and Information Engineers</addtitle><description>A method for obtaining the colored noise gain function is proposed. The colored noise gain function is the function which gives the auto-covariance of the output signal of SISO (single input and single output system) from the auto-covariance of the input singnal. The input signal is asumed to be white or colored Gausian noise. And ACF(auto-covariance function) for ARMA (autoregressive moving average) model is derived from the proposed function with white noise input in closed form. Some results of the calculation of ACF with white noise input and the simulation of the system with colored noise input show the effectiveness of the proposed method.</description><subject>ACF</subject><subject>auto-covariance</subject><subject>Autoregressive moving-average models</subject><subject>colored noise input</subject><subject>Covariance</subject><subject>discrete time system</subject><subject>Discrete time systems</subject><subject>SISO</subject><subject>White noise</subject><issn>1342-5668</issn><issn>2185-811X</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2022</creationdate><recordtype>article</recordtype><recordid>eNpF0FFLwzAQB_AgCo65Nz9AwFc7c02Ttk8i083BcA9OEF9Cml63jK2dSfqwb2_n5nwIB3e_y8GfkFtgQyGz9MF6Y3HIxRCkuCC9GDIRZQCfl6QHPIkjIWV2TQbe24JxSBMALnrka7FCOmo2jcOSvjXWI51oW9NxW5tgm5o2FQ0debf1coN0Wu_aQHVd_jXmbTh0nrvrDgNGwW47vPcBtzfkqtIbj4NT7ZOP8cti9BrN5pPp6GkWGRC5iCTkUghMoExYKgzkOpeyLIBzLXmcpznowiDDypiKcZEViaky5DrTRZxUXPA-uTv-u3PNd4s-qHXTuro7qeI0ZsC6l3fq_qiMa7x3WKmds1vt9gqYOgSofgNUXKguwI4_HvnaB73EM9YuWLPBfyxPG-eJWWmnsOY_AcF6qg</recordid><startdate>20220615</startdate><enddate>20220615</enddate><creator>Komatsu, Nobuo</creator><general>THE INSTITUTE OF SYSTEMS, CONTROL AND INFORMATION ENGINEERS (ISCIE)</general><general>Japan Science and Technology Agency</general><scope>AAYXX</scope><scope>CITATION</scope><scope>JQ2</scope></search><sort><creationdate>20220615</creationdate><title>The Colored Noise Gain Function of the Single Input and Single Output Discrete-time System</title><author>Komatsu, Nobuo</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c1595-619655e41d4075c19a966db133a6329791abce0efccf0358b4cf8e3a8ab24f353</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng ; jpn</language><creationdate>2022</creationdate><topic>ACF</topic><topic>auto-covariance</topic><topic>Autoregressive moving-average models</topic><topic>colored noise input</topic><topic>Covariance</topic><topic>discrete time system</topic><topic>Discrete time systems</topic><topic>SISO</topic><topic>White noise</topic><toplevel>online_resources</toplevel><creatorcontrib>Komatsu, Nobuo</creatorcontrib><collection>CrossRef</collection><collection>ProQuest Computer Science Collection</collection><jtitle>Shisutemu Seigyo Jouhou Gakkai rombunshi</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Komatsu, Nobuo</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>The Colored Noise Gain Function of the Single Input and Single Output Discrete-time System</atitle><jtitle>Shisutemu Seigyo Jouhou Gakkai rombunshi</jtitle><addtitle>Transactions of the Institute of Systems, Control and Information Engineers</addtitle><date>2022-06-15</date><risdate>2022</risdate><volume>35</volume><issue>6</issue><spage>165</spage><epage>174</epage><pages>165-174</pages><issn>1342-5668</issn><eissn>2185-811X</eissn><abstract>A method for obtaining the colored noise gain function is proposed. The colored noise gain function is the function which gives the auto-covariance of the output signal of SISO (single input and single output system) from the auto-covariance of the input singnal. The input signal is asumed to be white or colored Gausian noise. And ACF(auto-covariance function) for ARMA (autoregressive moving average) model is derived from the proposed function with white noise input in closed form. Some results of the calculation of ACF with white noise input and the simulation of the system with colored noise input show the effectiveness of the proposed method.</abstract><cop>Kyoto</cop><pub>THE INSTITUTE OF SYSTEMS, CONTROL AND INFORMATION ENGINEERS (ISCIE)</pub><doi>10.5687/iscie.35.165</doi><tpages>10</tpages><oa>free_for_read</oa></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 1342-5668 |
| ispartof | Transactions of the Institute of Systems, Control and Information Engineers, 2022/06/15, Vol.35(6), pp.165-174 |
| issn | 1342-5668 2185-811X |
| language | eng ; jpn |
| recordid | cdi_proquest_journals_2720102019 |
| source | J-STAGE Free; EZB-FREE-00999 freely available EZB journals |
| subjects | ACF auto-covariance Autoregressive moving-average models colored noise input Covariance discrete time system Discrete time systems SISO White noise |
| title | The Colored Noise Gain Function of the Single Input and Single Output Discrete-time System |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-11T18%3A55%3A40IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=The%20Colored%20Noise%20Gain%20Function%20of%20the%20Single%20Input%20and%20Single%20Output%20Discrete-time%20System&rft.jtitle=Shisutemu%20Seigyo%20Jouhou%20Gakkai%20rombunshi&rft.au=Komatsu,%20Nobuo&rft.date=2022-06-15&rft.volume=35&rft.issue=6&rft.spage=165&rft.epage=174&rft.pages=165-174&rft.issn=1342-5668&rft.eissn=2185-811X&rft_id=info:doi/10.5687/iscie.35.165&rft_dat=%3Cproquest_cross%3E2720102019%3C/proquest_cross%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=2720102019&rft_id=info:pmid/&rfr_iscdi=true |