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
Link To Document