Title :
Properties of binary autoregressive sequences
Author :
Budihardjo, P.S. ; Mark, J.W.
Author_Institution :
University of Waterloo, Waterloo, Ont., Canada
fDate :
4/1/1975 12:00:00 AM
Abstract :
It is shown that 1) a binary autoregressive sequence generated by yn= xn⊕ yn-N, where N = 2Kand K = 0, 1,..., is wide-sense Markov and 2) under the condition Pr [xn= 1] = p < 0.5, the error associated with a one-step prediction of a first-order Markov sequence yn= Xn⊕ yn-1grows with the order N of the predictor. The error attains its minimum value when N = 1.
Keywords :
Autocorrelation; Binary sequences; Equations; Random variables;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1975.9816