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.
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=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)