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
fDate :
4/1/1981 12:00:00 AM
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;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1981.1163548