Summary
Yule-Walker method for autoregressive parameter estimation.
Unit
SignalUtils
Declaration
Procedure ArYuleWalker(Src, A: TVec; Order: integer);
Description
Src contains the data on which the autoregressive parameter estimation (placed in A) should be based. Order defines the Order of the autoregressive process.
Categories
Frequency analysis| Copyright 2008 Dew Research |
http://www.dewresearch.com