Article View: comp.dsp
Article #524Re: AR and MA questions
From: Rob Carriere
Date: Sun, 19 Nov 1989 00:35
Date: Sun, 19 Nov 1989 00:35
29 lines
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1525 bytes
In article <2074@cs-spool.calgary.UUCP> smit@enel.ucalgary.ca (Theo Smit) writes: >In article <1389@mrsvr.UUCP> kohli@gemed.ge.com (Mr. Bad Judgment) writes: >>1. Are the AR "parameters" the poles of the waveform? >> If so, does this mean that an AR parameter of magnitude >> > 1 indicates an unstable system (assuming no zero to >> counteract it)? > >Yes. Wrong. The AR parameters are the coefficients of a polynomial whose _roots_ are the poles. [stability force deleted] >Mostly this is used to counter arithmetic errors; if your system is unstable >the poles will likely be well outside the unit circle and you have no hope in >heck of doing much about it. If your system is unstable and you force the estimate to be stable you have a meaningless estimate. >>2. (And the MA parameters *are* the zeroes?) > >Right again. [...] Wrong again. The zeroes are the _roots_ of the polynomial described by the MA parameters. SR
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arc1-ca.pugleaf.net!utzoo!yunexus!ists!jarvis.csri.toronto.edu!mailrus!tut.cis.ohio-state.edu!quanta.eng.ohio-state.edu!kaa.eng.ohio-state.edu!robReferences:
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Path: arc1-ca.pugleaf.net!utzoo!yunexus!ists!jarvis.csri.toronto.edu!mailrus!tut.cis.ohio-state.edu!quanta.eng.ohio-state.edu!kaa.eng.ohio-state.edu!rob From: rob@kaa.eng.ohio-state.edu (Rob Carriere) Newsgroups: comp.dsp Subject: Re: AR and MA questions Message-ID: <3556@quanta.eng.ohio-state.edu> Date: 19 Nov 89 00:35:19 GMT Article-I.D.: quanta.3556 References: <1389@mrsvr.UUCP> <2074@cs-spool.calgary.UUCP> Sender: news@quanta.eng.ohio-state.edu Reply-To: rob@kaa.eng.ohio-state.edu (Rob Carriere) Organization: Ohio State Univ, College of Engineering Lines: 29