Let {x, : t €T}, denote an ARMA(1,1) time series satisfying the equation: X; - H= B1 (x-1 -H)tu;+ aj uf1 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 f(2) 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 eT}, denote an ARMA(1,1) time series satisfying the equation:
X, - H= B1 (x-1 -4)+u,+ ɑj Uf1
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 f(2) on the interval [0,7].
Transcribed Image Text:Let {x, : t eT}, denote an ARMA(1,1) time series satisfying the equation: X, - H= B1 (x-1 -4)+u,+ ɑj Uf1 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 f(2) on the interval [0,7].
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