dsp-0.2.5: Haskell Digital Signal Processing

Copyright(c) Matthew Donadio 2003
LicenseGPL
Maintainerm.p.donadio@ieee.org
Stabilityexperimental
Portabilityportable
Safe HaskellSafe
LanguageHaskell98

DSP.Estimation.Spectral.ARMA

Description

This module contains a few algorithms for ARMA 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.

BROKEN: DO NOT USE

Synopsis

Documentation

arma_mywe :: (RealFloat b, Integral i, Ix i) => Array i (Complex b) -> i -> i -> Array i (Complex b) Source #

THIS DOES NOT WORK