| 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.ARMA
Description
This module contains a few algorithms for ARMA 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.
BROKEN: DO NOT USE