<< arch_test FOSSEE Signal Processing Toolbox arma_rnd >>

FOSSEE Signal Processing Toolbox >> FOSSEE Signal Processing Toolbox > arcov

arcov

Autoregressive all-pole model parameters — covariance method

Calling Sequence

a = arcov(x,p)
[a,e] = arcov(x,p)

Parameters

a:

contains normalized estimates of the AR system parameters, A(z), in descending powers of z.

e:

variance estimate of the white noise input to the AR model

x:

is the input signal

p:

is the order of the auto regressive model


Report an issue
<< arch_test FOSSEE Signal Processing Toolbox arma_rnd >>