Parametric Modeling

AR, ARMA, frequency response modeling

Functions

arburg Autoregressive all-pole model parameters — Burg's method
arcov Autoregressive all-pole model parameters — covariance method
armcov Autoregressive all-pole model parameters — modified covariance method
aryule Autoregressive all-pole model parameters — Yule-Walker method
invfreqs Identify continuous-time filter parameters from frequency response data
invfreqz Identify discrete-time filter parameters from frequency response data
prony Prony method for filter design
stmcb Compute linear model using Steiglitz-McBride iteration
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