• DocumentCode
    1095436
  • Title

    Deterministic models for a certain class of autoregressive equations with stochastic coefficients

  • Author

    Deller, J.R., Jr.

  • Author_Institution
    Illinois Institute of Technology, Chicago, IL
  • Volume
    29
  • Issue
    2
  • fYear
    1981
  • fDate
    4/1/1981 12:00:00 AM
  • Firstpage
    312
  • Lastpage
    315
  • Abstract
    It is shown that an autoregressive system with stationary and independent stochastic coefficients can be modeled by a constant coefficient equation, where the constants are the stochastic means, if the resulting system is sufficiently low pass, low gain (LPLG). The LPLG requirement can be relaxed as the variations on the random coefficients become small.
  • Keywords
    Bars; Difference equations; Linear predictive coding; Modeling; Predictive models; Probability; Random processes; Stochastic processes; Stochastic systems; White noise;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/TASSP.1981.1163548
  • Filename
    1163548