Show, by a simple numerical example, that the covariance method may yield an AR system with poles

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Show, by a simple numerical example, that the covariance method may yield an AR system with poles outside the unit circle in the \(z\) plane.

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Digital Signal Processing System Analysis And Design

ISBN: 9780521887755

2nd Edition

Authors: Paulo S. R. Diniz, Eduardo A. B. Da Silva , Sergio L. Netto

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