Title :
Computation of impulse response autocorrelation sequence of an AR model
Author :
Mian, G.A. ; Nainer, A.P.
Author_Institution :
UniversitÃ\xa0 di Padova, Istituto di Elettrotecnica e di Elettronica, Padova, Italy
Abstract :
A method for efficiently generating the impulse response autocorrelation sequence of an AR model directly from the model parameters is given. It is shown that the use of the Levinson-Durbin algorithm allows a significant saving in storage requirements and computation effort with respect to previously proposed methods.
Keywords :
correlation methods; modelling; time series; AR model; Levinson-Durbin algorithm; computation effort; impulse response autocorrelation sequence; storage requirements;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19810245
