2008年9月29日星期一

Autoregressive Model

A model which depends only on the previous outputs of the system is called an autoregressive model (AR), while a model which depends only on the inputs to the system is called a moving average model (MA), and of course a model based on both inputs and outputs is an autoregressive-moving-average model (ARMA). Note that by definition, the AR model has only poles while the MA model has only zeros.

0 评论: