Title

APPROXIMATE FACTORIZATION OF UNFACTORABLE SPECTRAL MODELS.

Document Type

Conference Proceeding

Date of Original Version

12-1-1985

Abstract

Promising MA, AR, or ARMA modeling techniques are sometimes discarded because they can produce nonpositive or unfactorable spectral estimates. However, if the spectral information is otherwise reasonably preserved, approximate factorization can be obtained by J. Durbin's method (1959) to give positive spectra. Several useful applications to AR and ARMA modeling are cited.

Publication Title

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

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