• 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