ARMA PARAMETER ESTIMATION

Version 1.0.0.0 (1.61 KB) by Miguel Angel Lagunas Hernandez
Estimating the parameters of AR-MA sequences is fundamental. Here we present another method for ARM
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Updated 18 Sep 2007

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File name: ARMA_LAST.M

This function provides an ARMA spectral estimate which is maximum entropy satisfying correlation constraint (number of poles)and cepstrum
constrains (number of ceros)

The function requires 3 inputs: Input signal, Order of denonominator, Order of Numerator and the output variable are: numerator coeffients, denominator coeficients and square-root of input noise power.

ARMA_LAST function requires spa_corc.m file to compute the autocorrelation matrix

Cite As

Miguel Angel Lagunas Hernandez (2024). ARMA PARAMETER ESTIMATION (https://www.mathworks.com/matlabcentral/fileexchange/16425-arma-parameter-estimation), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14SP2
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0