Title :
Yule - Walker equations and Bartlett´s bisection theory
Author :
Martinelli, G. ; Orlandi, G. ; Burrascano, P.
fDate :
10/1/1985 12:00:00 AM
Abstract :
A network interpretation of the Yule-Walker equations is proposed. In terms of the resulting network two results are derived, particularly useful in the case of low-order systems.
Keywords :
Autoregressive processes; Circuit analysis; Linear prediction; Autocorrelation; Circuits and systems; Digital filters; Eigenvalues and eigenfunctions; Equations; Signal processing;
Journal_Title :
Circuits and Systems, IEEE Transactions on
DOI :
10.1109/TCS.1985.1085615