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| 多维平稳序列对线性系统外推中的几个问题 | |
| 摘 要： | <正>~~ |
A FEW PROBLEMS IN THE EXTRAPOLATION OF MULTIVARIATE STATIONARY TIME SERIES FOR A LINEAR SYSTEM |
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| Abstract: | Assume x(t)=(x_i(t), x_2(t), …, x_n(t)~T, t=0, ±1, ±2, …are nonsingular n—dimension stationary (wide sense) time series, and the n—dimension numerical vector series P(k)={P_1(k), P_2(k), …, P_n(k)}, k=0, 1, 2, …… satisfying the conditions |
| Keywords: | |