Power spectral estimation algorithm of L-D
2016-08-23
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Power spectral estimation, the youlawoke equation is particularly important, but for solving the youlawoke equation is rather complicated. This program provides an algorithm based on recursive L-D Jie Youla Walker equation, very good solution to calculate AR power spectrum estimation parameters and the variance of the input problem. Is a very good one. Very helpful for beginners.
matlab
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