Signal processing(III)-Modelling of systems, ARMA process wiener filtering and kalman-bucy algorithm

신호처리(III)-Systen의 modelling, ARMA process wiener의 filtering과 kalman-bucy algorithm

For an ordinary engineer or researcher there are too diversified branches or even disciplines which have their own jargon to complicate an easy access, Nevertheless in many cases an isomorphism or even identity of notions exist to escape our grasp when expressed in different discipline or context, In this paper the masterwork of Box and Jenkins is introduced to accustom a few terms of statisticiens, to be followed by the technique of smoothing filtering of Wiener and Kalman - Bucy. The advantages of a transform (for example Hadamard) technique are explaned as well as authors personal philosophical views.

전자공학분야와 관련분야(일반력학, 물리 및 수학등) 사이의 용어의 차이를 해소하기 위한 노력을 계속하였고 통계학의 석학Box 씨와 Jenkins씨의 time series analysis의 입문을 위한 주변설명과 용어소개를 꾀하였다. 끝으로 Wiener의 filter와 Kalman-Bucy의 Algorithm을 설명하고 Hadamard를 위시한 변환기술의 유리점을 정리하여 보았다.