Computing the Poles of Autoregressive Models from the Reeection Coeecients
نویسندگان
چکیده
A new approach to the computation of the poles of a stable autoregressive system from the reeection coeecients is proposed. Equivalently, we compute the zeros of Szeg} o polynomials from the associated Schur parameters. The numerical method utilizes an eecient algorithm for computing the (unimodular) zeros of a unitary Hessenberg matrix; this step can be regarded as the computation of the poles of an associated lossless system. These eigenvalues are then used as starting points for a continuation procedure for nding the zeros of the desired polynomial. The procedure is eecient and parallelizable, and may therefore be suitable for real-time applications.
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