SignalUtils.ArYuleWalkerSpectrum Method

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

Syntax

Visual Basic

public static void ArYuleWalkerSpectrum([In] TVec Data, [In] TVec aResult, int ArOrder, int ZeroPadding);

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.

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.

using Dew.Math; using Dew.Math.Editors; using Dew.Math.Units; using Dew.Signal; using Dew.Signal.Units; using Dew.Math.Tee; using Dew.Signal.Tee; private void button1_Click(object sender, EventArgs e) { Vector b, X; Vector Response = new Vector(0); b = MtxExpr.Sin(MtxExpr.Ramp(300, TMtxFloatPrecision.mvDouble, 0, 2 * Math.PI * 50 / 300)); SignalUtils.ArYuleWalkerSpectrum(b, Response, 4, 32); X = MtxExpr.Ramp(Response.Length, TMtxFloatPrecision.mvDouble, 0, 1.0 / Response.Length); MtxVecTee.DrawIt(X, 20 * MtxExpr.Log10(MtxExpr.Abs(Response)),"",false); }

Group

SignalUtils Methods

Links

SignalUtils Class, SignalUtils Members, Dew.Signal.Units Namespace, SignalUtils Methods, Example, See Also

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