SignalUtils.ArYuleWalkerSpectrum Method

void ArYuleWalkerSpectrum(TVec Data, TVec aResult, Int32 ArOrder, Int32 ZeroPadding)

Computes a frequency spectrum with the autoregressive Yule-Walker method.

#NameTypeDescription
1DataTVecsource TVec
2aResultTVecsource TVec
3ArOrderInt32
4ZeroPaddingInt32

Result: stored in self (calling object)

Remarks:

Computes a frequency spectrum from Data and places the result in aResult. ArOrder is the autoregressive order used by the Yule-Walker method and zero padding factor for the FFT is defined with the ZeroPadding parameter.

Examples
using Dew.Math;
using Dew.Math.Editors;
using Dew.Math.Units;
using Dew.Signal;
using Dew.Signal.Units;
using Dew.Math.Tee;
using Dew.Signal.Tee;

private void button1_Click(object sender, EventArgs e)
{
    Vector b, X;
    Vector Response = new Vector(0);

    b = MtxExpr.Sin(MtxExpr.Ramp(300, TMtxFloatPrecision.mvDouble, 0, 2 * Math.PI * 50 / 300));
    SignalUtils.ArYuleWalkerSpectrum(b, Response, 4, 32);
    X = MtxExpr.Ramp(Response.Length, TMtxFloatPrecision.mvDouble, 0, 1.0 / Response.Length);
    MtxVecTee.DrawIt(X, 20 * MtxExpr.Log10(MtxExpr.Abs(Response)),"",false);
}
See Also: SignalUtils.ArCovarianceSpectrum, SignalUtils.ArMCovarianceSpectrum, SignalUtils.ArBurgSpectrum, SignalUtils.ArYuleWalker