百度试题 题目在SAS的输出结果中,Autocorrelation Check for White Noise中的P值小于0.05可以得到什么结论( )。? 残差不是白噪声序列残差是白噪声序列原始序列不是白噪声序列原始序列是白噪声序列 相关知识点: 试题来源: 解析 原始序列不是白噪声序列 反馈 收藏 ...
a其实人都有好奇心 正在翻译,请等待...[translate] aStochastic processes, expected value, autocorrelation and cross-correlation, wide sense stationary processes, white noise. 随机过程、期待值、自相关和互相关,宽感觉平稳过程,空白噪声。[translate]
A relationship between the real and imaginary parts of the one-sided time autocorrelation function (TAF) of a stochastic Hermitian operator is used in order to construct a quantum time autocorrelation function from a classical white-noise process. A comparison with traditional results is made in ...
You see in the above figure that the only autocorrelation value outside of the 95%-confidence interval occurs at lag 0 as expected for a white noise process. Based on this result, you can conclude that the data are a realization of a white noise process....
These approaches are suitable for flat-fading channels in white noise with equal noise variances across antennas; knowledge of the noise variance is not required, unlike the energy detector. In this paper we investigate a method based on the sample autocorrelation of the received multiantenna signal...
Time series that show no autocorrelation are truly random processes and are called white noise. The ACF is a coefficient of correlation between two values in a time series. There are a few key ways to test for autocorrelation: You can compute the residuals and plot those standard errors at ...
Noise whose spectrum is “flat” as a function of frequency. The autocorrelation function of white noise is zero at all nonzero delays τ. View chapterExplore book Info icon Gossard, Arthur C.V. University of California, Santa Barbara, Santa Barbara, United States ...
Analysis of a Nonlinear First-Order System with a White Noise Input In this method the transition probability is obtained by solving the appropriate Fokker‐Planck equation. Then the autocorrelation function is calculated by an... TK Caughey,JK Dienes - 《Journal of Applied Physics》 被引量: 141...
A white noise process has an autocorrelation function of zero at all lags except a value of unity at lag zero, to indicate that the process is completely uncorrelated. A correlated process on the other hand, such as ARMA or ARIMA, has non-zero values at lags other than zero to indicate ...
Frequency estimating is very important for the reliability of signal processing systems. In this paper, based on the trigonometric characters of sinusoidal signals, a new frequency estimator for a real sinusoid in white noise is proposed. The new estimator makes use of multiple autocorrelation lags ...