pburgw

The windowed Burg algorithm.

Description

This algorithm is an evolution of the classical Burg algorithm for PSD. There's many studies describing the possibilities for using windowing in the Burg algorithm. For more information, open the file and see reference at the end of the help.

• MATLAB release: MATLAB 6.0 (R12)
• Other requirements: No special requirements, only window-functions, if you don't have them you can easily build them or look for them.(Each new MATLAB version includes more of them)

[Jon Lamarre]

The 66th/67th line keeps creating an error. Furthur analysis uncovered that fi_t*gi_t' created a singular matrix (det=0) no matter what was put into the function for data. Since the function calls for a divide with these singular matrices, it gets choked up here.

[Juan de la Torre Peláez]

I have been using this algorithm for working with no problems, but the singular matrix problem is inherent to these kind of algorithms so you must be doing something wrong.