知识与财富的链接
提出了用多维Gevers-Wouters（G－W）算法得到稳定的滑动平均（MA）过程的一个频域充分条件,并给出了在构造ARMA新息模型中的应用,给出了保证ARMA新息模型的MA多项式矩阵稳定的一个时域充分条件,仿真结果表明,多维G－V算法具有快速收敛的性质。
This paper presents a frequency domain sufficient condition of obtaining the stable moving average (MA) process by using the multidimensional Gevers Wouters algorithm, and gives an application to the construction of the autoregressive moving average (ARMA) innovation model, where a time domain sufficient condition to guarantee its moving average polynomial matrix to be stable is given. The simulation results show that the multidimensional Gevers Wouters algorithm has the fast convergence property.
