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Auto-Regressive Representations of a Stationary Markov Chain with Finite States.
http://hdl.handle.net/10212/1729
http://hdl.handle.net/10212/1729e1e726a8-e7e4-406f-85a4-f3cc37eda72e
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
NAKAYAMA-1994.PDF (1.1 MB)
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| Item type | 論文 / Article(1) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 公開日 | 2009-08-19 | |||||||||
| タイトル | ||||||||||
| タイトル | Auto-Regressive Representations of a Stationary Markov Chain with Finite States. | |||||||||
| 言語 | en | |||||||||
| 作成者 |
中山, 純一
× 中山, 純一
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| アクセス権 | ||||||||||
| アクセス権 | open access | |||||||||
| アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||||||
| 主題 | ||||||||||
| 言語 | en | |||||||||
| 主題Scheme | Other | |||||||||
| 主題 | Markov chain | |||||||||
| 主題 | ||||||||||
| 言語 | en | |||||||||
| 主題Scheme | Other | |||||||||
| 主題 | non-linear system | |||||||||
| 主題 | ||||||||||
| 言語 | en | |||||||||
| 主題Scheme | Other | |||||||||
| 主題 | non-linear auto-regressive equation | |||||||||
| 主題 | ||||||||||
| 言語 | en | |||||||||
| 主題Scheme | Other | |||||||||
| 主題 | spectrum matrix | |||||||||
| 主題 | ||||||||||
| 言語 | en | |||||||||
| 主題Scheme | Other | |||||||||
| 主題 | correlation matrix | |||||||||
| 内容記述 | ||||||||||
| 内容記述タイプ | Abstract | |||||||||
| 内容記述 | This paper deals with a nonlinear feedback system that transforms an independent stochastic sequence into a stationary Markov chain with finite states. As a nonlinear system, a stochastic difference equation is proposed with a nonlinear system function that is defined by the transition probability. Several types of auto-regressive (AR) representations for such a stochastic system are then introduced. First, an non-linear AR equation is derived by expanding the system function into a power series. The Markov chain is then represented by a K-dimensional vector which enjoys a linear discrete-valued AR equation, where K is the number of states. Third, the Markov chain is represented by a unit vector sequence, which satisfies another linear discrete-valued AR equation. Further, the Markov chain is regarded as a (K-1)-dimensional vector sequence, which satisfies a linear AR equation with a constant coefficient matrix and white noise excitation. Relationships between these representations are discussed and formulas for spectrum matrix, correlation matrix and joint probability are obtained. | |||||||||
| 言語 | en | |||||||||
| 内容記述 | ||||||||||
| 内容記述タイプ | Other | |||||||||
| 内容記述 | 京都工芸繊維大学 工芸学部研究報告 第４３巻 理工・欧文(1994) pp.27-39 | |||||||||
| 言語 | ja | |||||||||
| 内容記述 | ||||||||||
| 内容記述タイプ | Other | |||||||||
| 内容記述 | Made available in DSpace on 2008-05-14T05:27:48Z (GMT). No. of bitstreams: 1 NAKAYAMA-1994.PDF: 1179645 bytes, checksum: bca8bfe4aaa7b5b57cecc1672a62ee8d (MD5) Previous issue date: 2008-05-14 | |||||||||
| 言語 | en | |||||||||
| 日付 | ||||||||||
| 日付 | 1995-02-15 | |||||||||
| 日付タイプ | Issued | |||||||||
| 言語 | ||||||||||
| 言語 | eng | |||||||||
| 資源タイプ | ||||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||||
| 資源タイプ | journal article | |||||||||
| 出版タイプ | ||||||||||
| 出版タイプ | VoR | |||||||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||||
| 収録物名 | ||||||||||
| 収録物名 | 京都工芸繊維大学 工芸学部研究報告 理工・欧文 | |||||||||
| 言語 | ja | |||||||||
| 巻 | ||||||||||
| 巻 | 43 | |||||||||
| 開始ページ | ||||||||||
| 開始ページ | 27 | |||||||||
| 終了ページ | ||||||||||
| 終了ページ | 39 | |||||||||
