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Journal Radioengineering №6 for 2017 г.
Article in number:
Analysis of autoregressive sequences with multiple roots of characteristic equations
Type of article: scientific article
UDC: 621.391.2
Keywords: autoregression multiple roots model random sequences filtration сovariance error matrix correlation function correlation interval.
Authors:

K.K. Vasilev – Dr. Sc. (Eng.), Professor, Head of Department «Telecommunications», Ulyanovsk State Technical University E-mail: vkk@ulstu.ru

N.A. Andriyanov – Post-graduate Student, Department «Telecommunications», Ulyanovsk State Technical University E-mail: nikita-and-nov@mail.ru

Abstract:

The text deals with the problem of simulation and optimal estimation of random sequences generated by autoregressive models with multiple roots of characteristic equations. We consider the correlation properties of such models having the equal correlation interval, but different orders of the model. The text describes in detail a comparative analysis of the filtering efficiency of first-order and second-order autoregressions with multiple roots of characteristic equations.

Pages: 13-17
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Date of receipt: 17 мая 2017 г.