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Questions tagged [autoregressive-model]

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Linear Prediction of AR Process

A discrete signal x is generated by the recursive process $$ x_n = x_{n-1} - 0.2 x_{n-2} + w_n $$ where $w_n$ is white noise with zero mean and unit variance. What is the optimum order of a linear ...
2
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1answer
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Two-Box-Model of a nonlinear amplifier

A nonlinearity with memory can be modelled by a two-box-model, which consists of a filter and a memoryless nonlinearity. I am referring to chapter 5.3.2 of the book "Simulation of Communication ...
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1answer
6k views

Convert normalized frequency to real frequency in AR model

Let us suppose that we have modeled signal using AR model, and suppose we have following model: I used spectral estimation function from MATLAB pyulear Now ...
1
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1answer
602 views

Can someone show the details of how to apply AIC for sinusoidal models to specific data?

NOTE: This is a question that another user has been trying (unsuccessfully) to ask. Because the multiple questions asking, essentially, the same thing have either been deleted by me (because they were ...