Testing for white noise has been well studied in the literature of econometrics and statistics. For most of the proposed test statistics, such as the well-known Box–Pierce test statistic with fixed lag truncation number, the asymptotic null distributions are obtained under independent and identically...
STATISTICS FOR EXTREME VALUES OF ONE DEGREE-OF-FREEDOM SYSTEM EXCITED BY NON-STATIONARY WHITE NOISEThe objective of this study is to estimate the statistics of the maximum values of the structural response when the system is excited by a non-stationary process. To provide basic information for ...
If we can simulate multiple realisations then we can create "many histories" and thus generate statistics for some of the parameters of particular models. This will help us refine our models and thus increase accuracy in our forecasting.Now that we've defined Discrete White Noise, we are ...
The white noise continued until 1minute after vaccination. Premature infants in the control group were not exposed to white noise. The Premature Infant Information Form, Intervention Follow-up Form, and Premature Infant Pain Profile (PIPP) were used to collect study data. Descriptive statistics, ...
A seismic trace is modeled as a moving average (MA) process both in signal and noise: a signal wavelet convolved with a reflection coefficient series plus ... H Özdemir - 《Geophysical Prospecting》 被引量: 3发表: 1985年 Extracting Colored Noise Statistics in Time Series via Negentropy Som...
Here we use a mean-field linearized theory of the sleeping cortex to derive statistics for synaptic learning and memory erasure. The growth in correlated low-frequency high-amplitude voltage fluctuations during slow-wave sleep (SWS) is characterized by a probability density function that becomes ...
摘要: The master equation of the quantum noise theory is derived by means of Feynman's path integral method. We propose an equivalent stochastic process where the wavefunction satisfies a nonlinear Schrdinger equation except for random moments at which it shows orthogonal jumps....
We develop a simple analytic expression for the change in coherent weighted integration gain due to a white Gaussian error or noise in the phase of the integrated samples. Our expression is shown by simulation to be very accurate for any reasonable value of phase noise standard deviation. The ...
Recurrence formulas are developed for finding mean, variances, and other statistics of the state vector of linear systems with random time delay and Gaussian white noise input. These statistics are used to define optimal control functions for these systems. Lyapunov exponents are used to evaluate the...
Number of sinusoids Estimator Fast Algorithm estimating the number of sinusoids in a white Gaussian noise. This algorithm use a sub-space method based on chi-square statistics of eigen ... S Paris - 《Autocorrelation》 被引量: 0发表: 0年 ...