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Diffstat (limited to 'help/en_US/arburg.xml')
-rw-r--r-- | help/en_US/arburg.xml | 20 |
1 files changed, 9 insertions, 11 deletions
diff --git a/help/en_US/arburg.xml b/help/en_US/arburg.xml index 6aa017e..775d9c1 100644 --- a/help/en_US/arburg.xml +++ b/help/en_US/arburg.xml @@ -40,34 +40,32 @@ <listitem><para> positive integer value < length(x) - 2</para></listitem></varlistentry> <varlistentry><term>criterion:</term> <listitem><para> string value, takes in "AKICc", "KIC", "AICc", "AIC" and "FPE", default it not using a model-selection criterion</para></listitem></varlistentry> - <varlistentry><term>a, v, k:</term> - <listitem><para> Output variables</para></listitem></varlistentry> + <varlistentry><term>a:</term> + <listitem><para> list of autoregression coefficients.</para></listitem></varlistentry> + <varlistentry><term>v:</term> + <listitem><para> mean square of residual noise from the whitening operation of the Burg lattice filter</para></listitem></varlistentry> + <varlistentry><term>k:</term> + <listitem><para> reflection coefficients defining the lattice-filter embodiment of the model</para></listitem></varlistentry> </variablelist> </refsection> <refsection> <title>Description</title> <para> -This is an Octave function. - </para> - <para> This function calculates coefficients of an autoregressive (AR) model of complex data x using the whitening lattice-filter method of Burg. </para> <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 "AIC", "AKICc", "KIC", "AICc" 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. </para> </refsection> <refsection> <title>Examples</title> <programlisting role="example"><![CDATA[ -arburg([1,2,3,4,5],2) -ans = -1.00000 -1.86391 0.95710 +x = [1,2,3,4,5] ; +poles = 2 ; +arburg(x,poles) ]]></programlisting> </refsection> </refentry> |