SignalUtils::ArMCovariance Function

void ArMCovariance(TVec Src, int Order, TVec A, double &E);

Modified covariance method for autoregressive parameter estimation.

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

Remarks:

The AR parameters are estimated by minimizing the average of the estimated forward and backward prediction error powers. Src contains the data on which the autoregressive parameter estimation (placed in A) should be based. Order defines the Order of the autoregressive process. E is the prediction error.

References:

[1] Modern spectral estimation, Steven M. Kay, Prentice-Hall, Page 225

See Also: SignalUtils::ArBurg, SignalUtils::ArCovariance, SignalUtils::ArYuleWalker

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

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

void ArMCovariance(TVec Src, int Order, TVec A, double &E);