SignalUtils::ArBurg Function

void ArBurg(TVec Src, int Order, TVec A, TVec *K, double &E);

Modified covariance method for autoregressive parameter estimation.

#	Name	Type
1	Src	TVec *
2	Order	int
3	A	TVec *
4	K	TVec *
5	E	double &

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.

Declared in Dew::Signal::Units::SignalUtils · Dew.Signal/Units.SignalUtils.h · Cross-compiler

void ArBurg(TVec *Src, int Order, TVec *A, TVec *K, double &E);

void ArBurg(TVec Src, int Order, TVec A, TVec *K, double &E);