arburg
Autoregressive all-pole model parameters — Burg’s method
Description
Examples
Input Arguments
Output Arguments
More About
Algorithms
Burg's method estimates the reflection coefficients and uses the reflection coefficients to estimate the AR parameters recursively. You can find the recursion and lattice filter relations describing the update of the forward and backward prediction errors in [1].
References
[1] Kay, Steven M. Modern Spectral Estimation: Theory and Application. Englewood Cliffs, NJ: Prentice Hall, 1988.
Extended Capabilities
Version History
Introduced before R2006a