dsp-0.2.3: Haskell Digital Signal Processing

Portabilityportable
Stabilityexperimental
Maintainerm.p.donadio@ieee.org
Safe HaskellSafe-Inferred

DSP.Estimation.Spectral.AR

Contents

Description

This module contains a few algorithms for AR parameter estimation. Algorithms are 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

Functions

ar_ywSource

Arguments

:: (Ix a, Integral a, RealFloat b) 
=> Array a (Complex b)

x

-> a

p

-> (Array a (Complex b), b)

(a,rho)

Computes an AR(p) model estimate from x using the Yule-Walker method

ar_covSource

Arguments

:: (Ix a, Integral a, RealFloat b) 
=> Array a (Complex b)

x

-> a

p

-> (Array a (Complex b), b)

(a,rho)

Computes an AR(p) model estimate from x using the covariance method

ar_mcovSource

Arguments

:: (Ix a, Integral a, RealFloat b) 
=> Array a (Complex b)

x

-> a

p

-> (Array a (Complex b), b)

(a,rho)

Computes an AR(p) model estimate from x using the modified covariance method

ar_burgSource

Arguments

:: (Ix a, Integral a, RealFloat b) 
=> Array a (Complex b)

x

-> a

p

-> (Array a (Complex b), b)

(a,rho)

Computes an AR(p) model estimate from x using the Burg' method