Path: utzoo!yunexus!ists!jarvis.csri.toronto.edu!mailrus!tut.cis.ohio-state.edu!quanta.eng.ohio-state.edu!kaa.eng.ohio-state.edu!rob
From: rob@kaa.eng.ohio-state.edu (Rob Carriere)
Newsgroups: comp.dsp
Subject: Re: AR and MA questions
Message-ID: <3556@quanta.eng.ohio-state.edu>
Date: 19 Nov 89 00:35:19 GMT
Article-I.D.: quanta.3556
References: <1389@mrsvr.UUCP> <2074@cs-spool.calgary.UUCP>
Sender: news@quanta.eng.ohio-state.edu
Reply-To: rob@kaa.eng.ohio-state.edu (Rob Carriere)
Organization: Ohio State Univ, College of Engineering
Lines: 29

In article <2074@cs-spool.calgary.UUCP> smit@enel.ucalgary.ca (Theo Smit)
writes: 
>In article <1389@mrsvr.UUCP> kohli@gemed.ge.com (Mr. Bad Judgment) writes:
>>1. Are the AR "parameters" the poles of the waveform?
>>	If so, does this mean that an AR parameter of magnitude
>>	> 1 indicates an unstable system (assuming no zero to
>>	counteract it)?
>
>Yes. 

Wrong.  The AR parameters are the coefficients of a polynomial whose _roots_
are the poles.

[stability force deleted]
>Mostly this is used to counter arithmetic errors; if your system is unstable
>the poles will likely be well outside the unit circle and you have no hope in
>heck of doing much about it.

If your system is unstable and you force the estimate to be stable you have a
meaningless estimate.

>>2. (And the MA parameters *are* the zeroes?)
>
>Right again. [...]

Wrong again.  The zeroes are the _roots_ of the polynomial described by the
MA parameters.

SR