12.864 | Spring 2005 | Graduate

Inference from Data and Models

Lecture Notes

tsamsfmt_1_13.pdf

Description:

This resource includes many of the useful simplifications for white noise break down (e.g., the zero covariance/correlation between Fourier coeffcients of di erent frequencies) using colored process.

Resource Type:
Lecture Notes

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Spring 2005
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Lecture Notes