spectrum.yulear - Yule-Walker spectrum object
Syntax
Hs = spectrum.yulear
Hs = spectrum.yulear(order)
Description
Hs = spectrum.yulear returns
a default Yule-Walker spectrum object, Hs, that
defines the parameters for the Yule-Walker spectral estimation algorithm.
This method is also called the auto-correlation or windowed method.
The Yule-Walker algorithm estimates the spectral content by fitting
an auto-regressive (AR) linear prediction filter model of a given order to
the signal. This leads to a set of Yule-Walker equations, which are
solved using Levinson-Durbin recursion.
Hs = spectrum.yulear(order) returns
a spectrum object, Hs, with the specified order.
The default value for order is 4.
Note
See pyulear for more information
on the Yule-Walker algorithm. |
Examples
Define a fourth order auto-regressive model and view its spectral
content using the Yule-Walker 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.yulear; % 4th order AR model
psd(Hs,x,'NFFT',512)
See Also
dspdata, spectrum, spectrum.burg, spectrum.cov, spectrum.mcov, spectrum.periodogram, spectrum.welch, spectrum.mtm, spectrum.eigenvector, spectrum.music
 | spectrum.welch | | sptool |  |
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