Compute estimate of autoregressive (AR) model parameters using covariance method
The input is a sample-based vector (row, column, or 1-D) or frame-based vector (column only) representing a frame of consecutive time samples from a single-channel signal, which is assumed to be the output of an AR system driven by white noise. The block computes the normalized estimate of the AR system parameters, A(z), independently for each successive input frame.
The order, p, of the all-pole model is specified by the Estimation order parameter. To guarantee a valid output, you must set the Estimation order parameter to be less than or equal to half the input vector length.
The top output, A, is a column vector of length p+1 with the same frame status as the input, and contains the normalized estimate of the AR model coefficients in descending powers of z.
[1 a(2) ... a(p+1)]
The scalar gain, G, is provided at the bottom output (G).
See the Burg AR Estimator block reference page for a comparison of the Burg AR Estimator, Covariance AR Estimator, Modified Covariance AR Estimator, and Yule-Walker AR Estimator blocks.
Kay, S. M. Modern Spectral Estimation: Theory and Application. Englewood Cliffs, NJ: Prentice-Hall, 1988.
Marple, S. L., Jr., Digital Spectral Analysis with Applications. Englewood Cliffs, NJ: Prentice-Hall, 1987.
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