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spectrum.mcov - Modified covariance spectrum

Syntax

Hs = spectrum.mcov Hs = spectrum.mcov(order)

Description

Hs = spectrum.mcov returns a default modified covariance spectrum object, Hs, that defines the parameters for the modified covariance spectral estimation algorithm. The modified covariance algorithm estimates the spectral content by fitting an auto-regressive (AR) linear prediction filter model of a given order to the signal.

Hs = spectrum.mcov(order) returns a spectrum object, Hs with the specified order. The default value for order is 4.

Note See pmcov for more information on the modified covariance algorithm.

Examples

Define a fourth order auto-regressive model and view its power spectral density using the modified 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.mcov;                    % 4th order AR model
psd(Hs,x,'NFFT',512)

spectrum.mcov - Modified covariance spectrum

Syntax

Description

Examples

See Also

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