DocumentCode
388303
Title
Computer simulation studies of a simplified model for a certain class of autoregressive systems
Author
Deller, J.R., Jr.
Author_Institution
Illinois Institute of Technology, Chicago, Illinois
Volume
6
fYear
1981
fDate
29677
Firstpage
869
Lastpage
872
Abstract
An autoregressive (AR) system 
where 
, and A(n) are general stationary stochastic processes and w(n) is white noise, is well modeled by a similar equation in which the random processes are replaced by their averages, if the resulting constant coefficient model is sufficiently lowpass, low gain (LPLG) [1]. By computer simulation, we investigate the performance of this approximation for various AR systems. It is found that "sufficiently LPLG" implies a very restricted class (very LPLG) for the general case of unknown (large) perturbations on 
. Only as the perturbations become small can the very LPLG restriction be relaxed.
where , and A(n) are general stationary stochastic processes and w(n) is white noise, is well modeled by a similar equation in which the random processes are replaced by their averages, if the resulting constant coefficient model is sufficiently lowpass, low gain (LPLG) [1]. By computer simulation, we investigate the performance of this approximation for various AR systems. It is found that "sufficiently LPLG" implies a very restricted class (very LPLG) for the general case of unknown (large) perturbations on . Only as the perturbations become small can the very LPLG restriction be relaxed.Keywords
Computer simulation; Equations; Hospitals; Random processes; Statistics; Stochastic processes; Stochastic systems; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '81.
Type
conf
DOI
10.1109/ICASSP.1981.1171195
Filename
1171195
Link To Document