DSP.Estimation.Spectral.AR
 Portability portable Stability experimental Maintainer m.p.donadio@ieee.org
 Contents Functions
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
 ar_yw :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> (Array a (Complex b), b) ar_cov :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> (Array a (Complex b), b) ar_mcov :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> (Array a (Complex b), b) ar_burg :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> (Array a (Complex b), b)
Functions
ar_yw
 :: (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_cov
 :: (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_mcov
 :: (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_burg
 :: (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