
DSP.Estimation.Spectral.MA  Portability  portable  Stability  experimental  Maintainer  m.p.donadio@ieee.org 





Description 
This module contains one algorithm for MA parameter estimation. It
is 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.


Synopsis 

ma_durbin :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) > a > a > (Array a (Complex b), b) 


Documentation 

ma_durbin 
:: (Ix a, Integral a, RealFloat b)   => Array a (Complex b)  x  > a  q  > a  l  > (Array a (Complex b), b)  (a,rho)  Computes an MA(q) model estimate from x using the Durbin's method
where l is the order of the AR process used in the algorithm 


Produced by Haddock version 0.4 