Skip to main content
4 events
when toggle format what by license comment
Sep 29, 2016 at 14:01 history edited soultrane CC BY-SA 3.0
deleted 100 characters in body
Sep 29, 2016 at 14:00 comment added soultrane You are correct, my mistake. I will edit.
Sep 29, 2016 at 12:07 comment added applesoup This is not an ARMA model. The current output sample, $y(k)$ does not depend on previous output samples $y(k-i)$ (for $i > 0$) which would be the autoregressive (AR) part of the model. Your equation describes an acausal finite impulse response (FIR) filter. This can be viewed as a moving average (MA) of length 5.
Sep 29, 2016 at 3:59 history answered soultrane CC BY-SA 3.0