Robust spectral estimation based on new models excited by t-distribution process t分布過程によって励振される新しいモデルを用いたロバストスペクトル推定
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Bibliographic Information
- Title
-
Robust spectral estimation based on new models excited by t-distribution process
- Other Title
-
t分布過程によって励振される新しいモデルを用いたロバストスペクトル推定
- Author
-
Sanubari, Junibakti
- Author(Another name)
-
サヌバリ, ジュニバクティ
- University
-
東京工業大学
- Types of degree
-
博士 (工学)
- Grant ID
-
甲第2604号
- Degree year
-
1993-03-26
Note and Description
博士論文
Table of Contents
- 論文目録 / (0002.jp2)
- Contents / p3 (0004.jp2)
- TABLE OF CONTENTS / p3 (0004.jp2)
- LIST OF FIGURES / p7 (0006.jp2)
- SUMMARY / p13 (0009.jp2)
- 1 INTRODUCTION / p1 (0010.jp2)
- 2 THEORETICAL BACKGROUND / p5 (0012.jp2)
- 2.1 Introduction / p5 (0012.jp2)
- 2.2 Robust Estimator / p9 (0014.jp2)
- 3 ROBUST AUTOREGRESSIVE MODEL ESTIMATION / p17 (0018.jp2)
- 3.1 Introduction / p17 (0018.jp2)
- 3.2 The Solution Method and the Basic Properties / p19 (0019.jp2)
- 3.3 The Simulation Results / p25 (0022.jp2)
- 3.4 Conclusions / p44 (0032.jp2)
- 4 ROBUST EXPONENTIAL MODEL ESTIMATION / p45 (0032.jp2)
- 4.1 Introduction / p45 (0032.jp2)
- 4.2 Preliminary Discussions / p47 (0033.jp2)
- 4.3 The Efficiency of the EXP Model / p50 (0035.jp2)
- 4.4 The Solution Method and the Basic Properties / p53 (0036.jp2)
- 4.5 The Alternative Algorithm / p58 (0039.jp2)
- 4.6 The Simulation Results / p61 (0040.jp2)
- 4.7 Conclusions / p80 (0050.jp2)
- 5 THE ROBUST OPTIMAL ORDER SELECTION / p81 (0050.jp2)
- 5.1 Introduction / p81 (0050.jp2)
- 5.2 Background / p83 (0051.jp2)
- 5.3 The Generalized AIC / p87 (0053.jp2)
- 5.4 The Simulation Results / p99 (0059.jp2)
- 5.5 Conclusions / p104 (0062.jp2)
- 6 GENERAL CONCLUSIONS / p107 (0063.jp2)
- ACKNOWLEDGMENTS / p111 (0065.jp2)
- A The Property of Matrix G. / p113 (0066.jp2)
- B The Hessian Matrix of the AR Model / p115 (0067.jp2)
- C The AR Model System Stability / p117 (0068.jp2)
- D The Property of Matrix F / p119 (0069.jp2)
- BIBILOGRAPHY / p121 (0070.jp2)
- THE PUBLICATIONS LIST / p125 (0072.jp2)