Linear Systems and Time Series
Part of the Applied Mathematical Sciences book series (AMS, volume 194)
A time series is a sequence of random variables \(x_t, t= \ldots , -1, 0, 1, 2, \ldots \), which appears as a function of time.
KeywordsPower Spectrum ARMA Model Inverse System Discrete Time Linear System Stochastic Realization
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
© Springer Japan 2016