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What is the topic of auto regresive in math?

  1. Mar 10, 2014 #1

    stn

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    I have a model (autoregressive model) described as follows:
    Y(n)=Y(n-1)*c
    This model in math, is it considered non-linear? In DSP (digital signal processing), it is called autoregressive.
    Why in math, this model is not studied? Or, what is the name of the topic discussing this model? (i want to explore more about this topic but can't find in math books).


    thanks
     
    Last edited: Mar 10, 2014
  2. jcsd
  3. Mar 10, 2014 #2

    jbunniii

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  4. Mar 10, 2014 #3

    Stephen Tashi

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    If you want models that add "noise" to the picture, see "autogressive integrated moving average" (ARIMA) models or "Box-Jenkins" models.
     
  5. Mar 11, 2014 #4

    stn

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    Thank you jbunni & Stephen. I now remember studying this model in discrete math.
    I appreciate your help.
     
  6. Mar 13, 2014 #5

    stn

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    Any good book describing recurrence relation or difference equations?
    I hardly found this topic is disccussed in math books. Often differential equations but not difference equations.

    thanks
     
  7. Mar 13, 2014 #6

    jbunniii

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  8. Mar 13, 2014 #7

    Stephen Tashi

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  9. Mar 14, 2014 #8

    stn

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    thanks for the recommended books from both of you :)
     
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