DocumentCode
3046025
Title
Connecting forward and backward autoregressive models
Author
Anderson, B.D.O. ; Tsoi, A.C.
Author_Institution
Australian National University, Canberra, Australia
fYear
1982
fDate
8-10 Dec. 1982
Firstpage
529
Lastpage
534
Abstract
The prime concern of this paper is to describe procedures for computing the polynomial defining a backward autoregressive recursion from the polynomial defining a forward autoregressive recursion without necessarily using a Levinson-Wiggins-Robinson type of algorithm. Two distinct procedures are given, one involving the computation of covariance data, the other not.
Keywords
Joining processes; Polynomials;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1982 21st IEEE Conference on
Conference_Location
Orlando, FL, USA
Type
conf
DOI
10.1109/CDC.1982.268198
Filename
4047301
Link To Document