APPARATUS AND METHOD FOR MODELING RANDOM PROCESS USING REDUCED LENGTH LEAST-SQUARES AUTOREGRESSIVE PARAMETER ESTIMATION

摘要

The present invention provides a random process modeling apparatus and method using reduced length least-squares autoregressive parameter estimation. The random process modeling device, the length m for a stochastic processan autocorrelation processor for generating or estimating an autocorrelation of p using (least squares regression: LS regression)Model the probabilistic process by estimating a differential autoregressive (AR) parameter, wherein mis an integer, and pis mA smaller integer random process modeling device is included.