AR:Autoregressive model

Hi

in order to have the parameters of X i have apply ar(x,n) the result is an idpoly like that: A(q)y(t) = e(t) A(q) = 1 - 1.582 q^-1 + 0.7303 q^-2 .

-first i don't know how to extract the parameters i guest that here parameters are[1,1.582,0.7303] if it

Comments

  • I can't understand what are your inputs and what have to be your outputs. So, you have X and n and you have find the parameters? In this case, what is X? what is n?
  • Hi

    X(t)is Polynomial it represent my signal.
    n its the order of X.

    an autoregressif signal have this form:
    X(t+1)=a0 X(t)+a1 X(t-1)+a2 X(t-2)......an X(t-n).
    the ar function help me to have the [a0,a1,a2....an]parameters.
    so:
    >>ar(X,n)
    >>A(q)y(t) = e(t) A(q) = 1 - 1.582 q^-1 + 0.7303 q^-2;


  • Ok, can you post your signal X?
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