We know that the z transform of a system response is of the form:
H(z) =1/( 1-a*z-1 )
How to estimate the coefficient a by using a white Gaussian signal as an input? Thanks.
I got the solution to this questions. Model the all pole system as a auto-regression model. Using least square approach to estimate the parameter a.
For liear equation y = A*x, why use Gaussian elimination to solve the linear equation other than calculating multiplication of inverse of A and y directly?
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