ArBurg Routine

Summary

Modified covariance method for autoregressive parameter estimation.

Declaration

Procedure ArBurg(Src: TVec; Order: integer; A, K: TVec; out E: TSample);

Description

The AR parameter estimation is based on forward and backward prediction errors, and on direct estimation of of the reflection coefficients. Src contains the data on which the autoregressive parameter estimation (placed in A) should be based. Order defines the Order of the autoregressive process and K are the reflection coefficients. E is the prediction error.

Categories

Frequency analysis

See Also
"Introduction To Spectral Analysis", Petre Stoica and Randolph Moses, Prentice-Hall, 1997, Page 120.
ArCovariance
ArMCovariance
ArYuleWalker