void ArBurg(TVec Src, Int32 Order, TVec A, TVec K, ref Double E)
Modified covariance method for autoregressive parameter estimation.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Src | TVec | source TVec |
| 2 | Order | Int32 | |
| 3 | A | TVec | source TVec |
| 4 | K | TVec | source TVec |
| 5 | E | Double (ref) | output |
Result: stored in self (calling object)
Remarks:
The AR parameter estimation is based on forward and backward prediction errors, and on direct estimation of of the reflection coefficients. Src contains the data on which the autoregressive parameter estimation (placed in A) should be based. Order defines the Order of the autoregressive process and K are the reflection coefficients. E is the prediction error.
References:
[1] Introduction To Spectral Analysis, Petre Stoica and Randolph Moses, Prentice-Hall, 1997, Page 120.