spectrum.yulear
Yule-Walker spectrum object
Syntax
Hs = spectrum.yulear
Hs = spectrum.yulear(order)
Description
Note
The use of spectrum.yulear
is not recommended.
Use pyulear
instead.
Hs = spectrum.yulear
returns
a default Yule-Walker spectrum object, Hs
, that
defines the parameters for the Yule-Walker spectral estimation algorithm.
This method is also called the auto-correlation or windowed method.
The Yule-Walker algorithm estimates the spectral content by fitting
an autoregressive (AR) linear prediction filter model of a given order
to
the signal. This leads to a set of Yule-Walker equations, which are
solved using Levinson-Durbin recursion.
Hs = spectrum.yulear(order)
returns
a spectrum object, Hs
, with the specified order
.
The default value for order
is 4.
Note
See pyulear
for more
information on the Yule-Walker algorithm.
Examples
Define a fourth order autoregressive model and view its spectral content using the Yule-Walker algorithm.
x=randn(100,1); x=filter(1,[1 1/2 1/3 1/4 1/5],x); % 4th order AR filter Hs=spectrum.yulear; % 4th order AR model psd(Hs,x,'NFFT',512)
Version History
Introduced before R2006a