dsp-0.1: Haskell Digital Signal ProcessingContentsIndex
DSP.Estimation.Spectral.ARMA
Portabilityportable
Stabilityexperimental
Maintainerm.p.donadio@ieee.org
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

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