When I plot the autocorrelation function of an autoregressive signal, I get this instead of a damping sinusoid.

enter image description here

I am having trouble understanding why this is happening. My signal is an generated from an AR(10) model.

  • $\begingroup$ It looks to me like a sum of damped sinusoids. You have, depending on how you define AR(10) 9 or 10 poles $\endgroup$ – user28715 Aug 15 '19 at 23:19

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.