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Scilab help >> Signal Processing > filters > 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

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Last updated:
Mon Oct 01 17:40:28 CEST 2012