Forward, backward, and symmetric solutions of discrete ARMA representations

Forward, backward, and symmetric solutions of discrete ARMA representations

The main objective of this paper is to determine a closed formula for the forward, backward, and symmetric solution of a general discrete-time Autoregressive Moving Average representation. The importance of this formula is that it is easily implemented in a computer algorithm and gives rise to the s...

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Veröffentlicht in:Circuits, systems, and signal processing systems, and signal processing, 2001-01, Vol.20 (1), p.89-109
Hauptverfasser: Karampetakis, N. P., Jones, J., Antoniou, E. N.
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Autoregressive moving average
Circuits
Design engineering
Mathematical models
Representations
Signal processing
Synthesis
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Zusammenfassung:The main objective of this paper is to determine a closed formula for the forward, backward, and symmetric solution of a general discrete-time Autoregressive Moving Average representation. The importance of this formula is that it is easily implemented in a computer algorithm and gives rise to the solution of analysis, synthesis, and design problems.[PUBLICATION ABSTRACT]
ISSN:0278-081X
1531-5878
DOI:10.1007/BF01204924