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08/16/09 18:14:04 (15 years ago)
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smidl
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  • library/doc/html/tut_arx.html

    r472 r538  
    55<link href="doxygen.css" rel="stylesheet" type="text/css"> 
    66</head><body> 
    7 <!-- Generated by Doxygen 1.5.9 --> 
     7<!-- Generated by Doxygen 1.5.8 --> 
    88<script type="text/javascript"> 
    99<!-- 
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    9191<img class="formulaDsp" alt="\[ V_t = \phi V_{t-1} + \left[\begin{array}{c}y_{t}\\ \psi_{t}\end{array}\right] \begin{array}{c} [y_{t}',\,\psi_{t}']\\ \\\end{array} +(1-\phi) V_0 \]" src="form_122.png"> 
    9292<p> 
    93  </dd> 
     93  </dd> 
    9494<dt>"Degree of freedom" </dt> 
    9595<dd>which is an accumulator of number of data records <p class="formulaDsp"> 
    9696<img class="formulaDsp" alt="\[ \nu_t = \phi \nu_{t-1} + 1 + (1-\phi) \nu_0 \]" src="form_123.png"> 
    9797<p> 
    98  </dd> 
     98  </dd> 
    9999</dl> 
    100100where <img class="formulaInl" alt="$ \phi $" src="form_124.png"> is the forgetting factor, typically <img class="formulaInl" alt="$ \phi \in [0,1]$" src="form_125.png"> roughly corresponding to the effective length of the exponential window by relation:<p class="formulaDsp"> 
    … …  
    122122</ul> 
    123123</div> 
    124 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Aug 5 00:06:51 2009 for mixpp by&nbsp; 
     124<hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:18 2009 for mixpp by&nbsp; 
    125125<a href="http://www.doxygen.org/index.html"> 
    126 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
     126<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
    127127</body> 
    128128</html>