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Modified covariance spectrum


Hs = spectrum.mcov
Hs = spectrum.mcov(order)


    Note:   The use of spectrum.mcov is not recommended. Use pmcov instead.

Hs = spectrum.mcov returns a default modified covariance spectrum object, Hs, that defines the parameters for the modified covariance spectral estimation algorithm. The modified covariance algorithm estimates the spectral content by fitting an autoregressive (AR) linear prediction filter model of a given order to the signal.

Hs = spectrum.mcov(order) returns a spectrum object, Hs with the specified order. The default value for order is 4.

    Note   See pmcov for more information on the modified covariance algorithm.


Define a fourth order autoregressive model and view its power spectral density using the modified covariance algorithm.

x=filter(1,[1 1/2 1/3 1/4 1/5],x);   % 4th order AR filter
Hs=spectrum.mcov;                    % 4th order AR model

See Also

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Introduced before R2006a

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