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+<html><head>
+ <meta http-equiv="Content-Type" content="text/html; charset=utf-8">
+ <title>arburg</title>
+ <style type="text/css" media="all">
+ @import url("scilab_code.css");
+ @import url("xml_code.css");
+ @import url("c_code.css");
+ @import url("style.css");
+ </style>
+ </head>
+ <body>
+ <div class="manualnavbar">
+ <table width="100%"><tr>
+ <td width="30%">
+ <span class="previous"><a href="ar_psd.html">&lt;&lt; ar_psd</a></span>
+
+ </td>
+ <td width="40%" class="center">
+ <span class="top"><a href="section_cc2bc01c47967d47fcf3507a91d572ba.html">FOSSEE Signal Processing Toolbox</a></span>
+
+ </td>
+ <td width="30%" class="next">
+ <span class="next"><a href="arch_fit.html">arch_fit &gt;&gt;</a></span>
+
+ </td>
+ </tr></table>
+ <hr />
+ </div>
+
+
+
+ <span class="path"><a href="index.html">FOSSEE Signal Processing Toolbox</a> &gt;&gt; <a href="section_cc2bc01c47967d47fcf3507a91d572ba.html">FOSSEE Signal Processing Toolbox</a> &gt; arburg</span>
+
+ <br /><br />
+ <div class="refnamediv"><h1 class="refname">arburg</h1>
+ <p class="refpurpose">This function calculates coefficients of an autoregressive (AR) model of complex data.</p></div>
+
+
+<div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3>
+ <div class="synopsis"><pre><span class="default">a</span><span class="default"> = </span><span class="functionid">arburg</span><span class="default">(</span><span class="default">x</span><span class="default">, </span><span class="default">poles</span><span class="default">)</span>
+<span class="default">a</span><span class="default"> = </span><span class="functionid">arburg</span><span class="default">(</span><span class="default">x</span><span class="default">, </span><span class="default">poles</span><span class="default">, </span><span class="default">criterion</span><span class="default">)</span>
+<span class="default">[</span><span class="default">a</span><span class="default">, </span><span class="default">v</span><span class="default">] = </span><span class="functionid">arburg</span><span class="default">(...)</span>
+<span class="default">[</span><span class="default">a</span><span class="default">, </span><span class="default">v</span><span class="default">, </span><span class="default">k</span><span class="default">] = </span><span class="functionid">arburg</span><span class="default">(...)</span></pre></div></div>
+
+<div class="refsection"><h3 class="title">Parameters</h3>
+ <dl><dt><span class="term">x:</span>
+ <dd><p class="para">vector of real or complex numbers, of length &gt; 2</p></dd></dt>
+ <dt><span class="term">poles:</span>
+ <dd><p class="para">positive integer value &lt; length(x) - 2</p></dd></dt>
+ <dt><span class="term">criterion:</span>
+ <dd><p class="para">string value, takes in &#0034;AKICc&#0034;, &#0034;KIC&#0034;, &#0034;AICc&#0034;, &#0034;AIC&#0034; and &#0034;FPE&#0034;, default it not using a model-selection criterion</p></dd></dt>
+ <dt><span class="term">a, v, k:</span>
+ <dd><p class="para">Output variables</p></dd></dt></dl></div>
+
+<div class="refsection"><h3 class="title">Description</h3>
+ <p class="para">This is an Octave function.</p>
+ <p class="para">This function calculates coefficients of an autoregressive (AR) model of complex data x using the whitening lattice-filter method of Burg.</p>
+ <p class="para">The first argument is the data sampled. The second argument is the number of poles in the model (or limit in case a criterion is supplied).
+The third parameter takes in the criterion to limit the number of poles. The acceptable values are &#0034;AIC&#0034;, &#0034;AKICc&#0034;, &#0034;KIC&#0034;, &#0034;AICc&#0034; which are based on information theory.
+Output variable a is a list of P+1 autoregression coefficients.
+Output variable v is the mean square of residual noise from the whitening operation of the Burg lattice filter.
+Output variable k corresponds to the reflection coefficients defining the lattice-filter embodiment of the model.</p></div>
+
+<div class="refsection"><h3 class="title">Examples</h3>
+ <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabid">arburg</span><span class="scilabopenclose">(</span><span class="scilabopenclose">[</span><span class="scilabnumber">1</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilabdefault">,</span><span class="scilabnumber">3</span><span class="scilabdefault">,</span><span class="scilabnumber">4</span><span class="scilabdefault">,</span><span class="scilabnumber">5</span><span class="scilabopenclose">]</span><span class="scilabdefault">,</span><span class="scilabnumber">2</span><span class="scilabopenclose">)</span>
+<span class="scilabid">ans</span> <span class="scilaboperator">=</span>
+<span class="scilabnumber">1.00000</span> <span class="scilaboperator">-</span><span class="scilabnumber">1.86391</span> <span class="scilabnumber">0.95710</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div>
+ <br />
+
+ <div class="manualnavbar">
+ <table width="100%">
+ <tr><td colspan="3" class="next"><a href="http://bugzilla.scilab.org/enter_bug.cgi?product=Scilab%20software&component=Documentation%20pages" class="ulink">Report an issue</a></td></tr>
+<tr>
+ <td width="30%">
+ <span class="previous"><a href="ar_psd.html">&lt;&lt; ar_psd</a></span>
+
+ </td>
+ <td width="40%" class="center">
+ <span class="top"><a href="section_cc2bc01c47967d47fcf3507a91d572ba.html">FOSSEE Signal Processing Toolbox</a></span>
+
+ </td>
+ <td width="30%" class="next">
+ <span class="next"><a href="arch_fit.html">arch_fit &gt;&gt;</a></span>
+
+ </td>
+ </tr></table>
+ <hr />
+ </div>
+ </body>
+</html>