From c0c0582462720ed597b00e116506570577614e89 Mon Sep 17 00:00:00 2001 From: shamikam Date: Tue, 7 Nov 2017 15:59:48 +0530 Subject: initial commit --- help/en_US/arburg.xml | 69 +++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 69 insertions(+) create mode 100644 help/en_US/arburg.xml (limited to 'help/en_US/arburg.xml') diff --git a/help/en_US/arburg.xml b/help/en_US/arburg.xml new file mode 100644 index 0000000..75648ba --- /dev/null +++ b/help/en_US/arburg.xml @@ -0,0 +1,69 @@ + + + + + + + + arburg + This function calculates coefficients of an autoregressive (AR) model of complex data. + + + + + Calling Sequence + + a = arburg(x, poles) + a = arburg(x, poles, criterion) + [a, v] = arburg(...) + [a, v, k] = arburg(...) + + + + + Parameters + + x: + vector of real or complex numbers, of length > 2 + poles: + positive integer value < length(x) - 2 + criterion: + string value, takes in "AKICc", "KIC", "AICc", "AIC" and "FPE", default it not using a model-selection criterion + a, v, k: + Output variables + + + + + Description + +This is an Octave function. +This function calculates coefficients of an autoregressive (AR) model of complex data x using the whitening lattice-filter method of Burg. +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. + + + + + Examples + + + -- cgit