search for: phi_1

I did a fourier transform on a function in time domain to get the following functions in frequency domain (in latex): $Y_1[\omega] = \frac{1}{1-\phi_1 e^{-jw}}$ $Y_2[\omega] = \frac{1}{1-(\phi_1 + \phi_2)e^{-jw} +\phi_1\phi_2e^{-2jw}}$ How do I find the spectrum of this function for given $\phi_1$ and $\phi_2$ coefficients and in the discretization interval $w = [-\pi:.1*\pi: \pi]$? Then, how do I find the 'magnitude' of spectrum and ...

Hi, I tried adding the PHI nodes in BB_unique, and it works for the simple case described here, but in case the nodes were declared in some predecessors of ExitBB1 and used in ExitBB1_redirect and its successors, it won't work, unless I create entries for all of them in BB_unique. B1 (declares PHI_1) B3 | | B2 | | | ExitBB1 ExitBB2 | Succ1 (uses PHI_1) becomes: B1 (declares...

On Oct 11, 2010, at 9:05 AM, Xinfinity wrote: > > Hi, > > I am working on a pass aimed to unify multiple exits of a loop into a unique > basic block. The approach is straight forward: > I create a unique BasicBlock BB_unique that has as predecessors all the exit > blocks of the loop, it contains a phi instruction and a switch to redirect > the flow correctly.

Hello! Is it possible to use R time series to identificate a process which is subjected to known input? I.e. I have 2 sequences - one is measurements of black box's state and the second is the "force" by which this black box is driven (which is known too) and I want to fit thist two series with AR-process. The "ar" procedure from stats package expects that the force is

Hi, I am working on a pass aimed to unify multiple exits of a loop into a unique basic block. The approach is straight forward: I create a unique BasicBlock BB_unique that has as predecessors all the exit blocks of the loop, it contains a phi instruction and a switch to redirect the flow correctly. Additionally, for each initial exit block I create an associated block that will jump to the

Dear R People: Suppose I want to estimate the parameters of the following AR model: (1 - phi_1 B - phi_2 B^2 - phi_9 B^9) x_t = a_t and I want to use the arima0 command from the ts library. How would I use the order subcommand, please? R Version 1.4.1 for Windows. Thanks! Sincerely, Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston...

...looked around but I can't find the method in R for testing whether the resulting estimated coefficients of an AR model imply that the model is invertible. To quote from eric zivot's blue book : " the AR(p) is invertible provided the rots of the characteristic equation Phi(z) = 1 - phi_1*z - phi_2*z^2 = phi_3*z^3 - ..... Phi_p*z^p = 0 lie outside the complex circle". I can't find a function nor do I know how to do the above myself. I think there is an equivalent method in which I can check whether the eigenvalues of some dual equation ( I forget what it is ) are less tha...