Root Modulus Constraints in Autoregressive Model Estimation Root Modulus Constraints in Autoregressive Model Estimation

@inproceedings{KaipioJune1997RootMC,
  title={Root Modulus Constraints in Autoregressive Model Estimation Root Modulus Constraints in Autoregressive Model Estimation},
  author={J. P. KaipioJune},
  year={1997}
}
  • J. P. KaipioJune
  • Published 1997
The stability of autoregressive (AR) models is an important issue in many applications such as spectral estimation, simulation and decoding of linear prediction coded (LPC) signals. There are methods for AR parameter estimation that guarantee the stability of the model, that is, all roots of the characteristic polynomial of the model have moduli less than unity. However, in some situations, such as the decoding problem, the models that exhibit roots with almost unit modulus are diicult to use… CONTINUE READING
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