(21) Consider an ARMA(1, 0, 1) process of the form ut = C(z1) D(z1) = ABz1 CDz1...

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(21) Consider an ARMA(1, 0, 1) process of the form ut = C(z−1)

D(z−1)

= A−Bz−1 C−Dz−1 et .

Derive the spectral density function for ut in terms of the transfer-function parameters and the white-noise spectral density.

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Statistics For Chemical And Process Engineers A Modern Approach

ISBN: 9783030831899

2nd Edition

Authors: Yuri A.W. Shardt

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Question Posted: Sep 23, 2024 04:00 AM

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(21) Consider an ARMA(1, 0, 1) process of the form ut = C(z1) D(z1) = ABz1 CDz1...

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Statistics For Chemical And Process Engineers A Modern Approach

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