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

Pascal
procedure ArYuleWalkerSpectrum(const Data: TVec; const aResult: TVec; ArOrder: integer = 40; ZeroPadding: integer = 8);
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Description

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.

See Also
Example

Estimate the frequency spectrum of sine signal with the Yule-Walker method. The assumed order is 4 and zero padding is set to 16. 

 

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

  procedure TForm1.Button1Click(Sender: TObject);
  var b, Response, X: Vector;
  begin
      b := 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;

 

  #include "MtxExpr.hpp"
  #include "MtxVecEdit.hpp"
  #include "MtxVecTee.hpp"
  #include "SignalUtils.hpp"

  void __fastcall TForm1::BitBtn1Click(TObject *Sender)
  {
      sVector b, Response, X;

      b = Sin(Ramp(300, mvDouble, 0,2*PI*50/300));
      ArYuleWalkerSpectrum(b, Response, 4,32);
      X = Ramp(Response.Length, mvDouble, 0,1.0/Response.Length);
      DrawIt(X,20*Log10(Abs(Response)));
  }
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