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SignalUtils.ArYuleWalker Method

Yule-Walker method for autoregressive parameter estimation.

Syntax
C#
Visual Basic
public static void ArYuleWalker([In] TVec Src, [In] TVec A, int Order);

Src contains the data on which the autoregressive parameter estimation (placed in A) should be based. Order defines the Order of the autoregressive process.

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