TL;DR: This paper proposed a generalized impulse response analysis for unrestricted vector autoregressive (VAR) and cointegrated VAR models, which does not require orthogonalization of shocks and is invariant to the ordering of the variables in the VAR.
TL;DR: In this paper, the authors present a unified approach to impulse response analysis which can be used for both linear and nonlinear multivariate models and demonstrate the use of these measures for a nonlinear bivariate model of US output and the unemployment rate.
TL;DR: The theoretical and practical use of image techniques for simulating the impulse response between two points in a small rectangular room, when convolved with any desired input signal, simulates room reverberation of the input signal.
Abstract: Image methods are commonly used for the analysis of the acoustic properties of enclosures. In this paper we discuss the theoretical and practical use of image techniques for simulating, on a digital computer, the impulse response between two points in a small rectangular room. The resulting impulse response, when convolved with any desired input signal, such as speech, simulates room reverberation of the input signal. This technique is useful in signal processing or psychoacoustic studies. The entire process is carried out on a digital computer so that a wide range of room parameters can be studied with accurate control over the experimental conditions. A fortran implementation of this model has been included.
TL;DR: A compendium of recent theoretical results associated with using higher-order statistics in signal processing and system theory is provided, and the utility of applying higher- order statistics to practical problems is demonstrated.
Abstract: A compendium of recent theoretical results associated with using higher-order statistics in signal processing and system theory is provided, and the utility of applying higher-order statistics to practical problems is demonstrated. Most of the results are given for one-dimensional processes, but some extensions to vector processes and multichannel systems are discussed. The topics covered include cumulant-polyspectra formulas; impulse response formulas; autoregressive (AR) coefficients; relationships between second-order and higher-order statistics for linear systems; double C(q,k) formulas for extracting autoregressive moving average (ARMA) coefficients; bicepstral formulas; multichannel formulas; harmonic processes; estimates of cumulants; and applications to identification of various systems, including the identification of systems from just output measurements, identification of AR systems, identification of moving-average systems, and identification of ARMA systems. >
TL;DR: In this article, two new representations of the usual equations of motion for an oscillating ship are given, one makes use of the impulse response function and depends only upon the system being linear.
Abstract: : After a review of the deficiencies of the usual equations of motion for an oscillating ship, two new representations are given. One makes use of the impulse response function and depends only upon the system being linear. The response is given as a convolution integral over th past history of the exciting force with the impulse response funcion appearing as the kernel. The second representation is based upon a hydrodynamic study, and new forms for the equations of motion are exhibited. The equations resemble the usual equations, with the addition of convolution integrals over the past history of the velocity. However, the coefficients in these new equations are independent of frequency, as are the kernel functions in the convolution integrals. Both representations are quite general and apply to transient motions as well as periodic. The relations between the two representations are given. The treatment considers six degrees of freedom, with linear coupling between the various modes. (Author)