Covariance AR Estimator
Compute estimate of autoregressive (AR) model parameters using covariance method
Libraries:
DSP System Toolbox /
Estimation /
Parametric Estimation
Description
The Covariance AR Estimator block uses the covariance method to fit an autoregressive (AR) model to the input data. This method minimizes the forward prediction error in the least squares sense.
Ports
Input
Output
Parameters
Block Characteristics
Data Types |
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Multidimensional Signals |
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Variable-Size Signals |
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More About
References
[1] Kay, S. M. Modern Spectral Estimation: Theory and Application. Englewood Cliffs, NJ: Prentice-Hall, 1988.
[2] Marple, S. L., Jr., Digital Spectral Analysis with Applications. Englewood Cliffs, NJ: Prentice-Hall, 1987.
Extended Capabilities
Version History
Introduced before R2006a