mese

Arguments

x

Input sampled data sequence

npts

Optional parameter giving number of points of fr and sm (default is 256)

sm

Samples of spectral estimate on the frequency grid fr

fr

npts equally spaced frequency samples in [0,.5)

Description

Calculate the maximum entropy spectral estimate of x

Sample

Examples

rand("seed",12345),
y = (0:10);
x1 = sin(2*%pi*y/20);
x2 = sin(3.5*%pi*y/20);
w = .4*(rand(y)-.5*ones(y));
x = x1+2*x2+w;
[sm,fr1] = mese(x,10)
// Define macro which computes the 
// Blackman-Tukey periodogram
function [xm, fr]=bt(x)
  xsize = max(size(x))
  [xf,fr] = frmag(x,256)
  xm = xf.*conj(xf)/xsize
endfunction
[xm,fr] = bt(x);
scf();
subplot(3,1,1);
plot(x);
subplot(3,1,2);
plot(fr1,sm)
subplot(3,1,3);
plot(fr,xm)