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<?xml version="1.0" encoding="UTF-8"?>
<!--
*
* This help file was generated from armcov.sci using help_from_sci().
*
-->
<refentry version="5.0-subset Scilab" xml:id="armcov" 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>armcov</refname>
<refpurpose>This function uses the modified covariance method to fit a pth-order autoregressive (AR) model to the input signal x </refpurpose>
</refnamediv>
<refsynopsisdiv>
<title>Calling Sequence</title>
<synopsis>
a=armcov(x,p)
[a,e] = armcov(x,p)
</synopsis>
</refsynopsisdiv>
<refsection>
<title>Parameters</title>
<variablelist>
<varlistentry><term>x:</term>
<listitem><para> input signal</para></listitem></varlistentry>
<varlistentry><term>p:</term>
<listitem><para> order</para></listitem></varlistentry>
<varlistentry><term>a:</term>
<listitem><para> output of an AR system driven by white noise</para></listitem></varlistentry>
<varlistentry><term>e:</term>
<listitem><para> variance estimate</para></listitem></varlistentry>
</variablelist>
</refsection>
<refsection>
<title>Description</title>
<para>
This function uses the modified covariance method to fit a pth-order autoregressive (AR) model to the input signal x.
</para>
</refsection>
<refsection>
<title>Examples</title>
<programlisting role="example"><![CDATA[
A = [1 -2.7607 3.8106 -2.6535 0.9238];
y = filter(1,A,0.2*rand(1024,1,"normal"));
arcoeffs = armcov(y,4)
]]></programlisting>
</refsection>
</refentry>
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