Comments on 'Identification of Truncated Narrow-Band Autoregressive Processes.' (technical)
Article Abstract:
It is asserted that there are both theoretical and experimental errors in Burrascano, Martinelli, and Orlandi's Aug, 1986 letter, 'Identification of Truncated Narrow-Band Autoregressive Processes.' The letter proposed a procedure for identifying an autoregressive (AR) process when only a short data record is available. The process is limited to narrow-band AR processes. It is maintained that the method does not overcome truncation effects on identifying the frequencies of the AR process. Replication of the original experiment show different results in a sixth-order AR process. A response to the assertion by the authors of the original paper states that their work was restricted to the situation where there was a transformation of an AR into an autoregressive moving average (ARMA) process, and contends that this led to a wrong interpretation of their work.
Publication Name: Proceedings of the IEEE
Subject: Electronics
ISSN: 0018-9219
Year: 1988
User Contributions:
Comment about this article or add new information about this topic:
Comments on 'A Lower Bound for the Variations of a Band- Limited Random Process'
Article Abstract:
The bound derived by Pyati and the bound of Papoulis can be obtained from the first two iterations through a procedure. The procedure is for developing ever tighter bounds. The third iteration through the procedure derives a bound that is tighter than Pyati's.
Publication Name: Proceedings of the IEEE
Subject: Electronics
ISSN: 0018-9219
Year: 1984
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Least-square identification with error bounds for real-time signal processing and control. Error Probability in Nakagami-Rice Channel
- Abstracts: Architectural requirements of image understanding with respect to parallel processing. Faster Parallel Multiplier
- Abstracts: On-board switching and processing. Communications switching - from operators to photonics