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: list of autoregression coefficients. v: mean square of residual noise from the whitening operation of the Burg lattice filter k: reflection coefficients defining the lattice-filter embodiment of the model Description 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. Examples