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| DSP.Estimation.Spectral.AR | | Portability | portable | | Stability | experimental | | Maintainer | m.p.donadio@ieee.org |
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| 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.
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| Synopsis |
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| 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) |
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| Functions |
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| ar_yw |
| :: (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 |
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| ar_cov |
| :: (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 |
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| ar_mcov |
| :: (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 modified covariance method |
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| ar_burg |
| :: (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 Burg' method |
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| Produced by Haddock version 0.4 |
