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Scilab manual >> Signal Processing > lev

lev

Yule-Walker方程式 (Levinsonのアルゴリズム)

呼び出し手順

[ar,sigma2,rc]=lev(r)

パラメータ

r

相関係数

ar

自己回帰モデルパラメータ

sigma2

スケール定数

rc

反射係数

説明

Levinsonのアルゴリズムにより Yule-Walker方程式を解きます

作者

C. B.

<< lattp Signal Processing levin >>

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Last updated:
Wed Jan 26 16:25:09 CET 2011