RMLE estimates AR Parameters using the Recursive Maximum Likelihood Estimator according to [1] Use: [a,VAR]=rmle(x,p) Input: x is a column vector of data p is the model order Output: a is a vector with the AR parameters of the recursive MLE VAR is the excitation white noise variance estimate Reference(s): [1] Kay S.M., Modern Spectral Analysis - Theory and Applications. Prentice Hall, p. 232-233, 1988.

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