SignalUtils.ArYuleWalkerSpectrum Method

procedure ArYuleWalkerSpectrum(const Data: TVec; const aResult: TVec; ArOrder: Integer; ZeroPadding: Integer);

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

#	Name	Type
1	Data	TVec
2	aResult	TVec
3	ArOrder	Integer
4	ZeroPadding	Integer

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

uses MtxExpr, Math387, MtxVec, SignalUtils, MtxVecTee, MtxVecEdit;

procedure TForm1.Button1Click(Sender: TObject);
var b, Response, X: Vector;
begin
    b := Math387.Sin(Ramp(300, mvDouble, 0,2*Pi*50/300));
    ArYuleWalkerSpectrum(b,Response, 4,32);
    X := Ramp(Response.Length, mvDouble, 0,1/Response.Length);
    DrawIt(X,20*Log10(Abs(Response)));
end;