Extensions of the stability criterion for ARMA filters

DOI10.1109/TASSP.1987.1165164zbMath0625.93066MaRDI QIDQ3028839

Messaoud Benidir, Bernard Picinbono

Publication date: 1987

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

lattice representationARMA filterwide sense stability

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Stochastic stability in control theory (93E15)

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