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aryule

PURPOSE ^

% error: [a, v, k] = aryule (x, p)

SYNOPSIS ^

function [a, v, k] = aryule (x, p)

DESCRIPTION ^

% error:  [a, v, k] = aryule (x, p)
% 
% fits an AR (p)-model with Yule-Walker estimates.
% x = data vector to estimate
% a: AR coefficients
% v: variance of white noise
% k: reflection coeffients for use in lattice filter 
%
% The power spectrum of the resulting filter can be plotted with
% pyulear(x, p), or you can plot it directly with ar_psd(a,v,...).
%
% See also:
% pyulear, power, freqz, impz -- for observing characteristics of the model
% arburg -- for alternative spectral estimators
%
% Example: Use example from arburg, but substitute aryule for arburg.
%
% Note: Orphanidis '85 claims lattice filters are more tolerant of
% truncation errors, which is why you might want to use them.  However,
% lacking a lattice filter processor, I haven't tested that the lattice
% filter coefficients are reasonable.

CROSS-REFERENCE INFORMATION ^

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