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<?xml version="1.0" encoding="UTF-8"?>
<!--
*
* This help file was generated from arcov.sci using help_from_sci().
*
-->
<refentry version="5.0-subset Scilab" xml:id="arcov" xml:lang="en"
xmlns="http://docbook.org/ns/docbook"
xmlns:xlink="http://www.w3.org/1999/xlink"
xmlns:svg="http://www.w3.org/2000/svg"
xmlns:ns3="http://www.w3.org/1999/xhtml"
xmlns:mml="http://www.w3.org/1998/Math/MathML"
xmlns:scilab="http://www.scilab.org"
xmlns:db="http://docbook.org/ns/docbook">
<refnamediv>
<refname>arcov</refname>
<refpurpose>Autoregressive all-pole model parameters — covariance method</refpurpose>
</refnamediv>
<refsynopsisdiv>
<title>Calling Sequence</title>
<synopsis>
a = arcov(x,p)
[a,e] = arcov(x,p)
</synopsis>
</refsynopsisdiv>
<refsection>
<title>Parameters</title>
<variablelist>
<varlistentry><term>a:</term>
<listitem><para> contains normalized estimates of the AR system parameters, A(z), in descending powers of z.</para></listitem></varlistentry>
<varlistentry><term>e:</term>
<listitem><para> variance estimate of the white noise input to the AR model</para></listitem></varlistentry>
<varlistentry><term>x:</term>
<listitem><para> is the input signal</para></listitem></varlistentry>
<varlistentry><term>p:</term>
<listitem><para> is the order of the auto regressive model</para></listitem></varlistentry>
</variablelist>
</refsection>
</refentry>
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