# Questions tagged [autoregressive-model]

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### 2D space and 1D time evolution of a random field

I also asked this on math stack-exchange, but it is also relevant for the signal processing community. I want to develop a 2D random field and its change with time with constant velocity. My process: ...
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### How to compute the theoretical power spectrum of a first order autoregression (AR1) model

I'm trying to figure out how to compute the theoretical power spectrum of a first-order autoregression model (AR1). The AR1 model is given as $x_i = r_1 x_{i-1} + e_i$ where: $x_i$ is real-valued ...
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### Simplest way to generate AR(2) process on MATLAB

As part of a project I need to use autocorrelation method of estimating model paramters of an autoregressive process on MATLAB. Can anyone tell me the simplest way to generate an AR(2) process on ...
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### ARMA & MA methods: how do you know the error terms?

Reading the ARMA model for the first time, and I'm confused. Let's say I have a time series x = [1, 2.1, 2.9, 3, 4.1] According to the ARMA model, $X_t$ is a ...
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### Find filter coefficients to model a device using its measurement

I am trying to realize a digital filter that has the same freq. response of an existing speaker. I have fed an audio sine sweep to the speaker and measured the speaker output, both at 48kHz. Then I ...
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### Finding the auto-correlation sequence $r_{xx}[k]$ for an AR(2) process

Consider the following recursive difference equation of a LTI system, where $v[n]$ is a white noise, zero-mean process with $\sigma_v^2 = 1$. $x[n] = v[n] + 0.75x[n-1]-0.25x[n-2]$ I want to ...
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### Linear Predictive coding vs AR modeling

I'm looking for a suitable explanation of the circumstances in which the LPC error polynomial for a discrete time process x[n] is replaceable with an error polynomial categorized under the AR model? I ...
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### Difference Between Two Forms of Equations of Auto Regressive (AR) Model

I found equation 1 for Autoregressive model in various books and articles but I also found equation 2 for AR model, I understand the physical meaning of the equation but two different equations ...