Parameter range from complex inequality

In summary, the conversation discusses finding the range for parameters phi1 and phi2 in order for the autoregressive process to be stationary. The process is stationary if the roots of the characteristic polynomial are within the unit circle. The conversation also mentions using substitutions to solve for the allowed parameter range.
  • #1
DanMat
2
0

Homework Statement


Hi Guys,
I try to find the range for parameters phi1 and phi2 were the autoregressive process below is stationary.
We have the process X(t)+phi1*X(t-1)+phi2X(t-2)=Epsilon(t) (1)

Homework Equations


We get the characteristic polynomial F(z)=z^2+phi1*z+phi2 (2)
The process is stationary if the roots z are within the unit circle.

The Attempt at a Solution


I can off course easily find the roots of the polynom:
z1=-phi1/2+sqrt(phi1^2/4-phi2) (3)
z2=-phi1/2-sqrt(phi1^2/4-phi2) (4)

Now we need to find the range for phi1 and phi2, such that the absolute value of z1 and z2 is <1. Since the phi's can be complex, this is a bit tricky and I'm stuck here. I tried substituting phi1=a+bi and phi2=c+di but I can't get rid of the squareroot on the RHS of (3) and (4). Any good ideas, how to solve this?
 
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  • #2
Solved it. It's not the phi's that can get complex, only the roots. Then it's "easily" possible to find the allowed parameter range.
 

Related to Parameter range from complex inequality

1. What is a parameter range from complex inequality?

A parameter range from complex inequality refers to the range of values that a variable, known as the parameter, can take in a complex inequality. This range is usually expressed as an interval on a number line, and it determines the values that satisfy the inequality.

2. How do you determine the parameter range from a complex inequality?

To determine the parameter range from a complex inequality, you need to solve the inequality for the variable. This will give you a range of values for the variable that will satisfy the inequality. You may need to use algebraic techniques such as factoring or the quadratic formula to solve the inequality.

3. What is the importance of knowing the parameter range in a complex inequality?

Knowing the parameter range in a complex inequality allows you to identify the set of values that will satisfy the inequality. This is important because it helps you to understand the behavior of the inequality and make informed decisions when solving equations or graphing the inequality.

4. Can a parameter range in a complex inequality include negative numbers?

Yes, a parameter range in a complex inequality can include negative numbers. The range can include any real numbers that satisfy the inequality, including positive, negative, and zero values.

5. How can I check if a value is within the parameter range of a complex inequality?

You can check if a value is within the parameter range of a complex inequality by substituting the value into the inequality and solving for the variable. If the value satisfies the inequality, then it is within the parameter range. If not, then it is not within the range.

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