Title :
Connecting forward and backward autoregressive models
Author :
Anderson, B.D.O. ; Tsoi, A.C.
Author_Institution :
Australian National University, Canberra, Australia
Abstract :
The prime concern of this paper is to describe procedures for computing the polynomial defining a backward autoregressive recursion from the polynomial defining a forward autoregressive recursion without necessarily using a Levinson-Wiggins-Robinson type of algorithm. Two distinct procedures are given, one involving the computation of covariance data, the other not.
Keywords :
Joining processes; Polynomials;
Conference_Titel :
Decision and Control, 1982 21st IEEE Conference on
Conference_Location :
Orlando, FL, USA
DOI :
10.1109/CDC.1982.268198