
DSP.Estimation.Spectral.MA  Portability  portable  Stability  experimental  Maintainer  m.p.donadio@ieee.org 





Description 
This module contains one algorithm for MA parameter estimation. It
is taken from Steven M. Kay, _Modern Spectral Estimation: Theory and
Application_, which is one of the standard texts on the subject. When
possible, variable conventions are the same in the code as they are
found in the text.


Synopsis 



Documentation 

ma_durbin 
:: (Ix a, Integral a, RealFloat b)   => Array a (Complex b)  x
 > a  q
 > a  l
 > (Array a (Complex b), b)  (a,rho)
 Computes an MA(q) model estimate from x using the Durbin's method
where l is the order of the AR process used in the algorithm



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