On the closure of several sets of ARMA and linear state space models with a given structure

نویسنده

  • B. Hanzon
چکیده

In this paper the boundaries of several families of (time-invariant) ARMA models and corresponding linear state space models are described. The topology of pointwise convergence of the Markov parameters is used.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Change Point Estimation of the Stationary State in Auto Regressive Moving Average Models, Using Maximum Likelihood Estimation and Singular Value Decomposition-based Filtering

In this paper, for the first time, the subject of change point estimation has been utilized in the stationary state of auto regressive moving average (ARMA) (1, 1). In the monitoring phase, in case the features of the question pursue a time series, i.e., ARMA(1,1), on the basis of the maximum likelihood technique, an approach will be developed for the estimation of the stationary state’s change...

متن کامل

Linear v{C}ech closure spaces

In this paper, we introduce the concept of linear v{C}ech closure spaces and establish the properties of open sets in linear v{C}ech closure spaces (Lv{C}CS). Here, we observe that the concept of linearity is preserved by semi-open sets, g-semi open sets, $gamma$-open sets, sgc-dense sets and compact sets in Lv{C}CS. We also discuss the concept of relative v{C}ech closure operator, meet and pro...

متن کامل

A Switchgrass-based Bioethanol Supply Chain Network Design Model under Auto-Regressive Moving Average Demand

Switchgrass is known as one of the best second-generation lignocellulosic biomasses for bioethanol production. Designing efficient switchgrass-based bioethanol supply chain (SBSC) is an essential requirement for commercializing the bioethanol production from switchgrass. This paper presents a mixed integer linear programming (MILP) model to design SBSC in which bioethanol demand is under auto-r...

متن کامل

FUZZY LINEAR REGRESSION BASED ON LEAST ABSOLUTES DEVIATIONS

This study is an investigation of fuzzy linear regression model for crisp/fuzzy input and fuzzy output data. A least absolutes deviations approach to construct such a model is developed by introducing and applying a new metric on the space of fuzzy numbers. The proposed approach, which can deal with both symmetric and non-symmetric fuzzy observations, is compared with several existing models by...

متن کامل

Special Subgroups of Gyrogroups: Commutators, Nuclei and Radical

‎A gyrogroup is a nonassociative group-like structure modelled on the ‎space of relativistically admissible velocities with a binary ‎operation given by Einstein's velocity addition law‎. ‎In this ‎article‎, ‎we present a few of groups sitting inside a gyrogroup G‎, ‎including the commutator subgyrogroup‎, ‎the left nucleus‎, ‎and the ‎radical of G‎. ‎The normal closure of the commutator subgyr...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007