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function [ar_coeff, var_est] = arcov(data_in, order)
//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
checkNArgin(2,2, argn(2));
if type(data_in)==10 then
error("Input should not be of type char");
end
method = 'covariance';
[ar_coeff, var_est, msg] = arParEst(data_in, order, method);
if ~isempty(msg) then
error(msg);
end
endfunction
function checkNArgin(min_argin, max_argin, num_of_argin)
if num_of_argin < min_argin then
error('Not enough input arguments')
end
if num_of_argin > max_argin then
error('Too many input arguments')
end
endfunction
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