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单词 DiscreteWhiteNoise
释义

discrete white noise


The stochastic processMathworldPlanetmath {Zt,tT},where T is the set of natural integers or the set of all integers , is said to be white noise with mean 0 and variance σ2, written{Zt}WN(0,σ2), if and only if {Zt} has zero mean and autocovariance function

γ(h)={σ2if h=00if h0
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更新时间:2025/5/4 8:38:05