s**z
发帖数: 610 | 1 An autoregressive model is essentially an all-pole infinite impulse response
filter with some additional interpretation placed on it.
The moving average model is essentially a finite impulse response filter
with some additional interpretation placed on it.
为什么呢？
谢谢！！！ |
g******e
发帖数: 352 | 2 把AR或者MA模型做一下Z变换就能立刻看出来了
response
【在 s**z 的大作中提到】
: An autoregressive model is essentially an all-pole infinite impulse response
: filter with some additional interpretation placed on it.
: The moving average model is essentially a finite impulse response filter
: with some additional interpretation placed on it.
: 为什么呢？
: 谢谢！！！
|
w*********i
发帖数: 77 | 3 Every causal ARMA model has a moving average representation. If the causal
ARMA is MA, then the order of the representation is finite; if it's AR or
ARMA, then the order is infinite.
response
【在 s**z 的大作中提到】
: An autoregressive model is essentially an all-pole infinite impulse response
: filter with some additional interpretation placed on it.
: The moving average model is essentially a finite impulse response filter
: with some additional interpretation placed on it.
: 为什么呢？
: 谢谢！！！
|
k*******d
发帖数: 1340 | 4 lz恐怕不是学Engineering的
google “FIR” and “IIR”，再和MA, AR比较一下.简单的说，FIR的输出只和输入有
关，IIR的输出（In general)和输入以及过去的输出都有关 |
