'Armax' diaporamas de présentation

Algebra U = ? a(t) Y(t) E{U} = c Y ? a(t) cov{U,V} = ? a(s) b(t) c YY (s-t)

Algebra U = ? a(t) Y(t) E{U} = c Y ? a(t) cov{U,V} = ? a(s) b(t) c YY (s-t) U is gaussian if {Y(t)} gaussian. Some useful stochastic models. Purely random / white noise (i.i.d.) (often mean assumed 0) c YY (u) = cov(Y(t+u),Y(t)} = ? Y 2 if u = 0

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