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| DSP.Estimation.Spectral.MA | | Portability | portable | | Stability | experimental | | Maintainer | m.p.donadio@ieee.org |
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| 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.
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| Synopsis |
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| ma_durbin :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> a -> (Array a (Complex b), b) |
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| Documentation |
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| 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 |
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| Produced by Haddock version 0.4 |
