• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Information Theory, IEEE Transactions on >Rate of Convergence in Approximating the Spectral Factor of Regular Stochastic Sequences
【24h】

Rate of Convergence in Approximating the Spectral Factor of Regular Stochastic Sequences

机译：逼近正则随机序列的频谱因子的收敛速度

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

Common methods for the calculation of the spectral factorization rely on an approximation of the given spectral density by a polynomial and a subsequent factorization of this polynomial. It is known that the regularity of the stochastic sequence determines the achievable approximation rate of its spectrum. However, since the approximative polynomial should be factorized, it has to be positive. It is shown that this restriction on the approximation polynomial implies a limitation on the approximation rate for linear methods whereas for nonlinear methods the optimal approximation rate can still be achieved. This has also consequences for the rate of convergence of the spectral factor, which is investigated in the second part. There, a lower and an upper bound for the error in the spectral factor is derived, which shows the dependency on the approximation degree and on the regularity of the stochastic sequence. Finally, if the spectral density is given only on a finite set of sampling points, no linear approximation method exists such that the error in the spectral factor can be controlled by the approximation degree.
机译：用于计算频谱分解的常用方法取决于多项式对给定频谱密度的近似以及此多项式的后续分解。众所周知，随机序列的规则性决定了其频谱可达到的近似率。但是，由于应将近似多项式分解，因此必须为正数。结果表明，这种对逼近多项式的限制意味着对线性方法的逼近率有限制，而对于非线性方法，仍然可以实现最佳逼近率。这也会对频谱因子的收敛速度产生影响，这将在第二部分中进行研究。在那里，得出频谱因子误差的上下限，这表明了对近似度和随机序列的规律性的依赖性。最后，如果仅在有限的一组采样点上给出频谱密度，则不存在线性近似方法，因此可以通过近似度来控制频谱因子的误差。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号