Thread View: comp.dsp
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Started by Sanjay Bhasin
Tue, 17 Jul 1990 16:56
A question on AR processes
Author: Sanjay Bhasin
Date: Tue, 17 Jul 1990 16:56
Date: Tue, 17 Jul 1990 16:56
39 lines
1645 bytes
1645 bytes
************************************************************************* *********** I am using my friends account to post this ****************** *********** donot reply to this account. Please reply ****************** *********** to the address given below. Thanks ****************** ************************************************************************* x(t) -> analog signal 1) Sample x(t) to get x(n) Now x(n) is modelled by a non-causal AR process say x(n) = a*x(n-1) + a*x(n+1) + W1(n) PSD of x(n) is VAR(of W1)/(1-2*a*cos(w)) 2) Let y(t) = x(scale*t) ---> a scaled version of x(t), scale is not restricted to be an integer. It is a real number. Now sample y(t) to get y(n). And y(n) is modelled by an AR process say y(n) = b*(y(n-1)+y(n+1)) + W2(n) PSD of y(n) is VAR(of W2)/(1-2*b*cos(w)) My questions: a) Is there a relationship between the parameters 'a' and 'b' ? b) Is there a relationship between the PSD's of x(n) and y(n) ? Although I have used here a first order process, I am interested in higher order processes. Any references or pointers appreciated. Thanks Please reply directly to : patel@CVLSUN1.ece.drexel.edu
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