LAST for ARMA spectral estimation

Estimating the parameter of AR-MA sequences is fundamental. Here we present another method for ARMA

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This function provides espectral estimate which is maximum entropy stisfying correlation constraint(number of poles) and cepstrum constraints (number of ceros).
The function requeries: input signal, order of denominator, order of numerator.
ARMA_LAST function requires spa_corc.m file to compute the autocorrelation matrix

Cite As

Miguel Angel Lagunas (2026). LAST for ARMA spectral estimation (https://www.mathworks.com/matlabcentral/fileexchange/19212-last-for-arma-spectral-estimation), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
3.0.0.0

The zip file contains the updates routine last.m as well as a file describing how to use last method for spectral estimation. A reference (conference paper) is included in the comments at the beginning of the routine.

2.0.0.0

Refinements in the variables size

1.0.0.0