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function YW_out = YWoutput(cov,par) %function YW_out = YWoutput(cov,par) % % %See also: FILTERV. % s = kingsize(cov); dim = s(1); len = s(3); I = eye(dim); covneg = transposeLTI(cov); covs = zeros(dim,dim,2*len-1); covs(:,:,1:len-1) = covneg(:,:,1:len-1); covs(:,:,len:end) = cov; YW_out = armafilterv(covs,I,par); YW_out = YW_out(:,:,len:end);
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