Recent content by Stefff

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    Difference equation and prediction for ARMA filter output

    Thank you for the suggestions, i believe the coefficient of v(t) = 0 if a0 = b0 =1. i.e at zero delay. Any suggestion on how to go about with the c? thank you.
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    Difference equation and prediction for ARMA filter output

    x(t)/v(t) = [q-1x(a-b)]/[1 + b*q-1] + [q-2x(a2-b2)]/[1 + b2*q-2] +...+ [q-nx(an-bm)]/[1 + bm*q-m] i used the ellipsis because the sup and sub are equal i.e k, and tend to m and n.
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    Difference equation and prediction for ARMA filter output

    x(t) = [1 + Æ©(from k= 1 to n) akq-k -(1 + Æ©(k = 1 to m)bkq-k] * v(t)]/ 1 + [k=1]\sum[m] bkq-k the relationship between x(t) and v(t) is therefore [q-1x(a-b)]\[1 + b*q-1] + [q-2x(a2-b2)]\[1 + b2*q-2] +...+ [q-nx(an-bm)]\[1 + bm*q-m] Thank you.
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    Difference equation and prediction for ARMA filter output

    Thank you Haruspex. I did substituted the A(q) and B(q) into the x(t) equation in order to find the relationship between the x(t) and v(t) to get the coefficient of v(t). Although am not sure if that is right or not hence, i could not tell if the filter is stable or not. I could not compute the...
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    Difference equation and prediction for ARMA filter output

    Homework Statement Let e(t), for t = 0,±1,±2, . . ., be a realization of an IID sequence of zero-mean random variables with variance σe^2, and let v(t) be the output of the filter: v(t) = (B(q)/A(q) )e(t) where B(q) and A(q) are polynomials in the forward shift operator q (i.e. qv(t) = v(t...