spectrum.cov - Covariance spectrum
Syntax
Hs = spectrum.cov
Hs = spectrum.cov(order)
Description
Hs = spectrum.cov
returns a default covariance spectrum object, Hs,
that defines the parameters for the covariance spectral estimation
algorithm. The covariance algorithm estimates the spectral content
by fitting an auto-regressive (AR) linear prediction model of a given order to
the signal.
Hs = spectrum.cov(order)
returns a spectrum object, Hs with the specified order.
The default value for order is 4.
Note
See pcov for more information
on the covariance algorithm. |
Examples
Define a fourth order auto-regressive model and view its power
spectral density using the covariance algorithm.
randn('state',1);
x=randn(100,1);
x=filter(1,[1 1/2 1/3 1/4 1/5],x); % 4th order AR filter
Hs=spectrum.cov; % 4th order AR model
psd(Hs,x,'NFFT',512)
See Also
dspdata, spectrum, spectrum.burg, spectrum.mcov, spectrum.yulear, spectrum.periodogram, spectrum.welch, spectrum.mtm, spectrum.eigenvector, spectrum.music
 | spectrum.burg | | spectrum.eigenvector |  |
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