Let (x, :1€7}, denote an ARMA(1,1) time series satisfying the equation: Assume also that {u, : t eT} is an independent series with var(u,) = o². Let (2) denote the spectral density function of the time series. Determine all global and local maxima of A2) on the interval [0,7).

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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Let {x, : t€T}, denote an ARMA(1,1) time series satisfying the equation:
|x, - 4= Bi (x.1 4tu, + a, 4.1
Assume also that {u, : teT} is an independent series with var(u,) = o2. Let (2)
denote the spectral density function of the time series.
Determine all global and local maxima of A2) on the interval [0,1).
Transcribed Image Text:Let {x, : t€T}, denote an ARMA(1,1) time series satisfying the equation: |x, - 4= Bi (x.1 4tu, + a, 4.1 Assume also that {u, : teT} is an independent series with var(u,) = o2. Let (2) denote the spectral density function of the time series. Determine all global and local maxima of A2) on the interval [0,1).
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