STEEP-AR - Larger values of around 2/ max result in a...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
AR(2) PREDICTION EXAMPLE AR(2) PREDICTION EXAMPLE ± Eigenvalues for AR(2) process: ± Condition number for AR(2) process: ± Eigenvectors: AR(2) Prediction Example ± Optimal Wiener solution: ± Transformed tap-weight error: ± Trajectory for MSE: AR(2) Prediction Example AR(2) Prediction Example ± Small values of µ result in overdamped MSE response.
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: Larger values of around 2/ max result in a under-damped MSE response. Locus of MSE for identical eigenvalues , fixed n : circle with center at origin and radius |J[n] MMSE|/ . Locus of MSE for unequal eigenvalues : ellipsoidal, semi minor/major axis: |J[n]-MMSE|/ 1,2...
View Full Document

This note was uploaded on 12/02/2011 for the course AR 107 taught by Professor Gracegraham during the Fall '11 term at Montgomery College.

Ask a homework question - tutors are online