DocumentCode :
3046025
Title :
Connecting forward and backward autoregressive models
Author :
Anderson, B.D.O. ; Tsoi, A.C.
Author_Institution :
Australian National University, Canberra, Australia
fYear :
1982
fDate :
8-10 Dec. 1982
Firstpage :
529
Lastpage :
534
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;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1982 21st IEEE Conference on
Conference_Location :
Orlando, FL, USA
Type :
conf
DOI :
10.1109/CDC.1982.268198
Filename :
4047301
Link To Document :
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