Several functions for evaluating the exact negative log-likelihood of ARMA models in O(n) time using the Kalman Filter.
the program is well written, but i believe the state space representation is wrong.
Though the implemented part is as mentioned in the refernce paper still , I argue about the 'R' in arma_ConvertToSS
Taking the MA parameters directly is not the proper representation.
instead R=[ c1-a1;c2- a2-( c1-a1);.....];
' SPECTRAL ESTIMATION FOR NOISY SIGNALS OBSERVED THROUGH A LINEAR SYSTEM' Check this paper
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