CRP Toolbox Reference |
arfitPurposeAR parameter estimation via Yule-Walker method. Syntax
a=arfit(x,p) [a y]=arfit(x,p) Descriptionarfit(x,p) opens a GUI for AR coefficients estimation for the vector x using the Yule-Walker method. The coefficients and order selection criterias for all orders until the maximal order p will be solved. The coefficients are solved by the Levinson-Durbin algorithmus. The criteria are normalized in order to show them in the same plot. a=arfit(x,p) returns the vector a of length (p+1) of the AR coefficients and the noise level for the corresponding AR model of the model order p. The GUI is suppressed. [a y]=arfit(x,p) returns the vector y of a realization of the resulting AR model. The GUI is suppressed. Examples
a=[.8 .3 -.25 .9]'; for i=4:1000, x(i)=sum(a(1:3).*x(i-1:-1:i-3))+a(end)*randn; end arfit(x,10) |
adjust | corrgram |