LAST for ARMA spectral estimation

Version 3.0.0.0 (4.19 KB) by Miguel Angel Lagunas
Estimating the parameter of AR-MA sequences is fundamental. Here we present another method for ARMA
3.7
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4.1K Downloads
Updated 5 Apr 2016

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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 .

MATLAB Release Compatibility
Created with R14SP2
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
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