Results 261 to 270 of about 200,979 (300)

Impulse Response Function

2008
Sims (1980) questioned the way classical simultaneous equations models were specified and identified. He argued in particular that the exogeneity assumptions for some of the variables are often problematic. As an alternative he advocated the use of vector autoregressive (VAR) models for macroeconometric analysis. These models have the form where y t = (
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Infinite impulse response filters

2021
In this chapter, Infinite Impulse Response Filters, another type of filter called the IIR filter is designed and analyzed. This type of filters requires less number of coefficients for the same specification. However, it is susceptible to instability.
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Nonlinear innovations and impulse responses [PDF]

, 1999
This paper introduces a concept of innovation for the analysis of nonlinear dynamics. We show that nonlinear processes can be represented as functions of current and lagged values of such innovations. The residuals from nonlinear dynamic models axe used to construct various specification tests.
Christian Gourieroux, Joanna Jasiak
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Finite impulse response digital filters

1999
The recursive filters of Chapter 5 are very efficient structures for achieving steep-sided filter designs, with low transition bandwidth. However, in many situations, their poor phase response is a severe limitation. Finite impulse response (FIR) filters are nonrecursive, making them unconditionally stable, and further they offer the possibility of ...
Bernard Mulgrew, Peter Grant, John Thompson   +2 more
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Multivariate Quantile Impulse Response Functions

Journal of Time Series Analysis, 2019
A reduced form multivariate quantile autoregressive model is developed to study heterogeneity in the effects of macroeconomic shocks. This framework is used for forecasting and for constructing quantile impulse response functions that explore dynamic heterogeneity in the response of endogenous variables to different shocks.
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Are Impulse Responses Gaussian Noises?

The Journal of the Acoustical Society of America, 2011
Many years ago, Manfred Schroeder proved that transfer functions in rooms follow complex Gaussian distributions. This property was extended to impulse responses by the author, following a suggestion by Moorer for simulating impulse responses. More recently, several authors have checked again the later property with modern signal analysis tools.
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CHANNEL IMPULSE RESPONSE ESTIMATION

The Journal of the Acoustical Society of America, 2013
A human-machine interface system adapted to track movement of an object in air is disclosed. In one aspect, the human-machine interface includes an acoustic transmitter, an acoustic receiver, and logic configured to apply a calculated inverse matrix of an impulse signal transmitted by the acoustic transmitter to a signal received by the acoustic ...
Tobias Dahl, Gudbrand Eggen
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Finite Impulse Response Filters

2021
An electrical filter modifies the spectrum of the signal in a desired way. In this chapter, Finite Impulse Response Filters, one type of filter called the FIR filter is designed and analyzed. The FIR filters can be designed easily with linear-phase response, which is desired in a variety of applications such as image processing.
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Finite-duration-impulse-response-Systeme

2012
Der Versuch befasst sich mit Systemen mit endlich langen Impulsantworten, den FIRSystemen (Finite-duration impulse response systems). Die zur Bearbeitung des Versuchs erforderlichen Grundkenntnisse uber Signale und Systeme wurden in Abschnitt 8 zusammengefasst und die wichtigsten Formeln sind in der Tabelle 8.1 zusammengestellt.
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Impulse response

2021
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