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《Journal of Statistical Computation and Simulation》2012,82(2):131-147
This article deals with Bayesian analysis of quarter plane moving average (MA) models observed on a rectangular part of a lattice. We present some properties concerning the autocorrelation function of MA models. These properties relate correlation parameters with the original model parameters providing much more understandable interpretation of results concerning the model. Simulation experiment is developed to explore the sensitivity of the posterior distribution when the process is contaminated with innovation and additive contamination. We show by simulation that the correlation structure of the model is seriously affected when the process contains additive contamination. We then propose a more general class of MA models which automatically deals with the contamination phenomenon [contaminated MA (CMA) model]. Also, we establish theoretical properties of the correlation function analogous with those in the previous model. Finally, we consider two applications of the CMA model. The results obtained in numerical examples show the goodness of the CMA model under contaminated data. 相似文献
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提出一种基于修正共轭梯度算法的恒模(MCG-CMA)盲干扰抑制算法,该算法将修正共轭梯度方法引入到恒模算法中,克服了传统恒模算法收敛缓慢、LS-CMA运算量大的缺点,保留了较好的计算复杂度和数值稳定性,理论推导了算法失调量的显式表达式。仿真结果表明该算法不需要波达方向估计,与传统的LS-CMA算法、SCG-CMA算法相比,具有较好的收敛性能和输出信干噪比(SINR)。 相似文献
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