Using JavaScript to Study the Stability of Time-Varying ARMA Models
نویسندگان
چکیده
In undergraduate (and graduate) courses, when ARMA models are studied, the timeinvariant case is usually considered-where the coefficients of the systems are constant functions of time. In this paper, a program is written to allow students to study the stability of such systems where there are perturbations in the coefficients-thus creating a time-varying system. The bounded-input bounded-output (BIBO) stability of the system will be studied by observing the output of the system and well as computing the timevarying zeros [1], [2] of the system.
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