Show, by a simple numerical example, that the covariance method may yield an AR system with poles
Question:
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.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Digital Signal Processing System Analysis And Design
ISBN: 9780521887755
2nd Edition
Authors: Paulo S. R. Diniz, Eduardo A. B. Da Silva , Sergio L. Netto
Question Posted: