• DocumentCode
    970806
  • Title

    Computation of impulse response autocorrelation sequence of an AR model

  • Author

    Mian, G.A. ; Nainer, A.P.

  • Author_Institution
    UniversitÃ\xa0 di Padova, Istituto di Elettrotecnica e di Elettronica, Padova, Italy
  • Volume
    17
  • Issue
    10
  • fYear
    1981
  • Firstpage
    347
  • Lastpage
    348
  • Abstract
    A method for efficiently generating the impulse response autocorrelation sequence of an AR model directly from the model parameters is given. It is shown that the use of the Levinson-Durbin algorithm allows a significant saving in storage requirements and computation effort with respect to previously proposed methods.
  • Keywords
    correlation methods; modelling; time series; AR model; Levinson-Durbin algorithm; computation effort; impulse response autocorrelation sequence; storage requirements;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19810245
  • Filename
    4245714
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=970806