| Copyright | (c) Matthew Donadio 2003 |
|---|---|
| License | GPL |
| Maintainer | m.p.donadio@ieee.org |
| Stability | experimental |
| Portability | portable |
| Safe Haskell | Safe |
| Language | Haskell98 |
DSP.Estimation.Spectral.AR
Contents
Description
This module contains a few algorithms for AR parameter estimation. Algorithms are taken from Steven M. Kay, /Modern Spectral Estimation: Theory and Application/, which is one of the standard texts on the subject. When possible, variable conventions are the same in the code as they are found in the text.
Synopsis
- ar_yw :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> (Array a (Complex b), b)
- ar_cov :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> (Array a (Complex b), b)
- ar_mcov :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> (Array a (Complex b), b)
- ar_burg :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> (Array a (Complex b), b)
Functions
Arguments
| :: (Ix a, Integral a, RealFloat b) | |
| => Array a (Complex b) | x |
| -> a | p |
| -> (Array a (Complex b), b) | (a,rho) |
Computes an AR(p) model estimate from x using the Yule-Walker method
Arguments
| :: (Ix a, Integral a, RealFloat b) | |
| => Array a (Complex b) | x |
| -> a | p |
| -> (Array a (Complex b), b) | (a,rho) |
Computes an AR(p) model estimate from x using the covariance method