## Matlab

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AR:Autoregressive model Posted by latsou on 24 Mar 2009 at 1:43 AM
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 itâ€™s true how can i extract them?

-second i have to reconstitute my original signal X using the calculate parameters witch command matlab should i use?

Re: AR:Autoregressive model Posted by giug on 24 Mar 2009 at 2:57 AM
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?
Re: AR:Autoregressive model Posted by latsou on 25 Mar 2009 at 1:53 AM
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;

Re: AR:Autoregressive model Posted by giug on 25 Mar 2009 at 2:16 AM
Ok, can you post your signal X?

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