• DocumentCode
    1506070
  • Title

    An improved method for uniform simulation of stable minimum phase real ARMA (p,q) processes

  • Author

    Andrieu, Christophe ; Doucet, Arnaud

  • Author_Institution
    Dept. of Eng., Cambridge Univ., UK
  • Volume
    6
  • Issue
    6
  • fYear
    1999
  • fDate
    6/1/1999 12:00:00 AM
  • Firstpage
    142
  • Lastpage
    144
  • Abstract
    An improvement over the Beadle-Djuric (see ibid., vol.4, p.259-61, 1997) method to simulate the parameters of stable invertible autoregressive moving average (ARMA) (p,q) processes is presented. It is computationally efficient and is especially suitable for simulation of high-order models.
  • Keywords
    autoregressive moving average processes; digital simulation; signal sampling; stability; computationally efficient method; high-order models; sampling method; stable minimum phase real ARMA processes; statistical signal processing; uniform simulation; Autoregressive processes; Computational modeling; Polynomials; Proposals; Sampling methods; Signal generators; Signal processing; Signal processing algorithms; Stability;
  • fLanguage
    English
  • Journal_Title
    Signal Processing Letters, IEEE
  • Publisher
    ieee
  • ISSN
    1070-9908
  • Type

    jour

  • DOI
    10.1109/97.763147
  • Filename
    763147
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1506070