Title

Generation of the Autocorrelation Sequence of an Arma Process

Document Type

Article

Date of Original Version

1-1-1985

Abstract

A new technique is described for generating the autocorrelation sequence of an autoregressive-moving average process. Unlike some other approaches, the method does not require a matrix inversion.

Publication Title

IEEE Transactions on Acoustics, Speech, and Signal Processing

Volume

ASSP-33

Issue

3

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