what is an "innovation process"?

[vahidkh6222]

i do not understand the exact information the term "innovation process" has.
i mean, many articles begin with these kinds of assumptions: "the source signals are an innovation process","the source signals are an ARMA or AR models" and etc... and much of them do net clearify the exact reasons for such assumptions.

i already read populis book and i am familiar with the concept but i dont get it, what would happen if "the sources were not innovation or ARMA or AR"? what are the suitable properties of these assumptions?!

tnx in advance.

 

[mimomod]

ARMA, AR, MA models expect a random process at their input. The models output signals having specified properties/characteristics/statistics which depend on the coefficients of the models. In this field innovation process is the process where its samples are independent to each other. One of the example of this innovation process is i.i.d. (independent indentical distributed) Gaussian random process. It is called innovation process because each sample will give new information (inovation) to the system since you cannot approximate or predict a sample based on its previous ones, i.e. each sample is independent.

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