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Parametric Spectral Estimation

Burg, Yule-Walker, covariance, and modified covariance methods

Use parametric methods based on autoregressive models to estimate spectra.

Functions

Estimators

`findpeaks`	Find local maxima
`pburg`	Autoregressive power spectral density estimate — Burg’s method
`pcov`	Autoregressive power spectral density estimate — covariance method
`pmcov`	Autoregressive power spectral density estimate — modified covariance method
`pyulear`	Autoregressive power spectral density estimate — Yule-Walker method

dB Conversion

`db`	Convert energy or power measurements to decibels
`db2mag`	Convert decibels to magnitude
`db2pow`	Convert decibels to power
`mag2db`	Convert magnitude to decibels
`pow2db`	Convert power to decibels

Topics

Parametric Methods
Learn about the Burg, Yule-Walker, covariance, and modified covariance methods of parametric spectral estimation.
Autoregressive PSD Object to Function Replacement Syntax
Replace calls to autoregressive psd objects with function calls.