On a cepstral norm for an ARMA model and the polar plot of the logarithm of its transfer function

  • Authors:

  • Katrien De Cock;Bernard Hanzon;Bart De Moor

  • Affiliations:

  • Department of Electrical Engineering (ESAT - SCD), Research Group SISTA, Katholieke Universiteit Leuven, Kasteelpark Arenberg 10, B-3001 Leuven-Heverlee, Belgium;Centrum Voor Wiskunde en Informatica (CWI), P.O. Box 94079, 1090 GB Amsterdam, The Netherlands;Department of Electrical Engineering (ESAT - SCD), Research Group SISTA, Katholieke Universiteit Leuven, Kasteelpark Arenberg 10, B-3001 Leuven-Heverlee, Belgium

  • Venue:
  • Signal Processing
  • Year:
  • 2003

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Abstract

In this paper, we show that a recently defined cepstral norm for ARMA models equals, up to a constant factor, the square root of the area enclosed by the polar plot of the logarithm of the transfer function.