Identification of truncated narrow-band autoregressive processes

P Burrascano, G Martinelli, G Orlandi - Proceedings of the IEEE, 1986 - ieeexplore.ieee.org
P Burrascano, G Martinelli, G Orlandi
Proceedings of the IEEE, 1986ieeexplore.ieee.org
… Starting from these remarks we show in the present letter that an AR process is
transformed into an ARMA (autoregressive moving average) process as a consequence of
the truncation. The transformation is relevant in the case of narrow-band processes. In these
cases, the usual methods of …
As a consequence of the truncation to a limited number of samples an AR process is shown to be equivalent to an ARMA process. The use of methods suited for identifying the poles of an ARMA process is consequently required, as illustrated by examples.
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