DocumentCode :
1095436
Title :
Deterministic models for a certain class of autoregressive equations with stochastic coefficients
Author :
Deller, J.R., Jr.
Author_Institution :
Illinois Institute of Technology, Chicago, IL
Volume :
29
Issue :
2
fYear :
1981
fDate :
4/1/1981 12:00:00 AM
Firstpage :
312
Lastpage :
315
Abstract :
It is shown that an autoregressive system with stationary and independent stochastic coefficients can be modeled by a constant coefficient equation, where the constants are the stochastic means, if the resulting system is sufficiently low pass, low gain (LPLG). The LPLG requirement can be relaxed as the variations on the random coefficients become small.
Keywords :
Bars; Difference equations; Linear predictive coding; Modeling; Predictive models; Probability; Random processes; Stochastic processes; Stochastic systems; White noise;
fLanguage :
English
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
0096-3518
Type :
jour
DOI :
10.1109/TASSP.1981.1163548
Filename :
1163548
Link To Document :
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