armcov
This function uses the modified covariance method to fit a pth-order autoregressive (AR) model to the input signal x
Calling Sequence
a=armcov(x,p)
[a,e] = armcov(x,p)
Parameters
x:
input signal
p:
order
a:
output of an AR system driven by white noise
e:
variance estimate
Description
This function uses the modified covariance method to fit a pth-order autoregressive (AR) model to the input signal x.
Examples