Connecting forward and backward autoregressive models

Brian Anderson; Ah Chung Tsoi

doi:10.1109/CDC.1982.268198

Connecting forward and backward autoregressive models

Brian Anderson, Ah Chung Tsoi

School of Engineering

Research output: Contribution to conference › Paper › peer-review

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.

Original language	English
Pages	529-534
Number of pages	6
DOIs	https://doi.org/10.1109/CDC.1982.268198
Publication status	Published - 1982
Event	21st IEEE Conference on Decision and Control - Holiday Inn-International Drive, Orlando, United States Duration: 8 Dec 1982 → 10 Dec 1982

Conference

Conference	21st IEEE Conference on Decision and Control
Country/Territory	United States
City	Orlando
Period	8/12/82 → 10/12/82

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10.1109/CDC.1982.268198

Cite this

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title = "Connecting forward and backward autoregressive models",

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.",

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year = "1982",

doi = "10.1109/CDC.1982.268198",

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note = "21st IEEE Conference on Decision and Control ; Conference date: 08-12-1982 Through 10-12-1982",

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AB - 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.

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DO - 10.1109/CDC.1982.268198

M3 - Paper

SP - 529

EP - 534

T2 - 21st IEEE Conference on Decision and Control

Y2 - 8 December 1982 through 10 December 1982

ER -

Connecting forward and backward autoregressive models

Abstract

Conference

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Cite this