Variance and covariance computations for 2-D ARMA processes
An algorithm is presented to compute the variance of the output of a two-dimensional stable autoregressive moving-average (ARMA) process driven by a white noise bi-sequence with unity variance. The algorithm is dedicated to the evaluation of a complex integral and is based on partial-fraction decomp...
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| Veröffentlicht in: | Multidimensional systems and signal processing 1999, Vol.10 (2), p.137-160 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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