Signal Processing Toolbox | ![]() ![]() |
Compute an estimate of AR model parameters using the covariance method
Syntax
Description
a = arcov(x,p)
uses the covariance method to fit a p
th order autoregressive (AR) model to the input signal, x
, which is assumed to be the output of an AR system driven by white noise. This method minimizes the forward prediction error in the least-squares sense. Vector a
contains the normalized estimate of the AR system parameters, A(z), in descending powers of z.
Because the method characterizes the input data using an all-pole model, the correct choice of the model order p
is important.
[a,e] = arcov(x,p)
returns the variance estimate, e
, of the white noise input to the AR model.
See Also
arburg
, armcov
, aryule
, lpc
, pcov
, prony
![]() | arburg | armcov | ![]() |