 | dsp-0.2: Digital Signal Processing | Contents | Index |
| DSP.Estimation.Spectral.ARMA |
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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
| arma_mywe :: (RealFloat b, Integral i, Ix i) => Array i (Complex b) -> i -> i -> Array i (Complex b) |