spectrum.yulear - Yule-Walker spectrum object

Syntax

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 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.

Examples

Define a fourth order autoregressive 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.eigenvector | spectrum.mcov | spectrum.mtm | spectrum.music | spectrum.periodogram | spectrum.welch

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