On sampling interval of modeling and the results of the linear model with two order

Author

Weizhang, Zu

Author_Institution

Hangzhou Inst. of Electron. Eng., China

fYear

1998

fDate

1998

Firstpage

176

Abstract

The uniform, sampled ARMA (n,n-l) model is called SAM (n,T), where T is sampling interval. When SAM (n,T) has complex poles, a type of the corresponding linear stochastic differential equation (LSDE(n)) can not be uniquely obtained from SAM(n,T), generally. This paper presents a question on the sampling interval of modeling: whether there exists an upper boundary |M| of T, when T<|M|, and LSDE(n) can be uniquely obtained. Can |M| be obtained from SAM(n,T)? It is obvious that this question has an important significance in modeling and signal processing. This paper presents the positive results on this question when n=2

Keywords

autoregressive moving average processes; linear differential equations; poles and zeros; signal sampling; stochastic processes; complex poles; linear stochastic differential equation; modeling; sampled ARMA model; sampling interval; signal processing; Differential equations; Discrete time systems; Sampling methods; Signal processing; Signal restoration; Signal sampling; Stability; Stochastic processes; Stochastic resonance; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Signal Processing Proceedings, 1998. ICSP '98. 1998 Fourth International Conference on

Conference_Location

Beijing

Print_ISBN

0-7803-4325-5

Type

conf

DOI

10.1109/ICOSP.1998.770178

Filename

770178