Walsh spectral analysis of multiple dyadic stationary processes and its applications |
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Institution: | Department of System Engineering, Faculty of Engineering. Oita University, Tannoharu 700, Oita 870, Japan;Department of Mathematics, Faculty of Science, Hiroshima University, Higashi-Sendamachi, Hiroshima 730, Japan |
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Abstract: | In this paper, we investigate some properties of multiple dyadic stationary processes from the viewpoint of their Walsh spectral analysis. It is shown that under certain conditions a dyadic autoregressive and moving average process of finite order is expressed as a dyadic autoregressive process of finite order and also as a dyadic moving average process of finite order. We can see that the principal component process of such a dyadic stationary process has a simple finite structure in the sense that a dyadic filter which generates the principal component process has only one-side finite lags. |
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