Yule-Walker spectrum object


Hs = spectrum.yulear
Hs = spectrum.yulear(order)


    Note:   The use of spectrum.yulear is not recommended. Use pyulear instead.

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 autoregressive (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.


Define a fourth order autoregressive model and view its spectral content using the Yule-Walker algorithm.

x=filter(1,[1 1/2 1/3 1/4 1/5],x);   % 4th order AR filter
Hs=spectrum.yulear;                  % 4th order AR model

See Also

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Introduced before R2006a

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