You are here: Symbol Reference > Dew Namespace > Dew.Signal Namespace > Dew.Signal.Units Namespace > Classes > SignalUtils Class > SignalUtils Methods > SignalUtils.ArBurg Method
Dew Signal for .NET
ContentsIndexHome
PreviousUpNext
SignalUtils.ArBurg Method
SignalUtils Class  SignalUtils Members  Dew.Signal.Units Namespace  SignalUtils Methods  See Also
Collapse All

Modified covariance method for autoregressive parameter estimation.

Syntax
C#
Visual Basic
public static void ArBurg([In] TVec Src, int Order, [In] TVec A, [In] TVec K, out double E);
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.

See Also
Group
Links
Copyright (c) 1999-2024 by Dew Research. All rights reserved.
Contents | Index | Home
What do you think about this topic? Send feedback!