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i want to know how to convert ARMA (Autoregression moving average) process to AR(Autoregression) process by PARAMETRIC METHOD.

i.e. i have a transfer function H(z) = (a + b*z)/(c +d*z) e.g. H(z) = (0.26 + 0.073*z^-1)/(1 - z^-1) i.e. Autoregression(ARMA) and i want to convert it to AR process i.e. H(z) = 1/(p + q*z + r*z^2 + ...)(i.e only pole system). Kindly Give some hints.

Thanks in advance!

Shafqat
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1 Answers1

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if you are looking for partial partial fraction expansion commands, I suggest you try 

[r, p, k] = residue(b,a)

http://www.mathworks.com/help/matlab/ref/residue.html

Shijing Lv
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  • No its not partial fraction problem. Basically I need to convert a ARMA function(i.e. a pole and zero function ) to AR function( i.e. only Pole). In this process Power spectrum density(PSD) of ARMA and AR are approx. same. – Shafqat Apr 24 '13 at 21:26