Changeset 536 for library/doc
- Timestamp:
- 08/16/09 18:13:31 (15 years ago)
- Files:
-
- 1 modified
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library/doc/tutorial/tut_arx.dox
r290 r536 36 36 \begin{array}{c} [y_{t}',\,\psi_{t}']\\ \\\end{array} 37 37 +(1-\phi) V_0 38 \f]</dd> 39 <dt>"Degree of freedom"</dd> <dd>which is an accumulator of number of data records \f[ 38 \f] 39 </dd> 40 <dt>"Degree of freedom"</dt> <dd>which is an accumulator of number of data records \f[ 40 41 \nu_t = \phi \nu_{t-1} + 1 + (1-\phi) \nu_0 41 \f]</dd> 42 \f] 43 </dd> 42 44 </dl> 43 45 where \f$ \phi \f$ is the forgetting factor, typically \f$ \phi \in [0,1]\f$ roughly corresponding to the effective length of the exponential window by relation:\f[