Scilab Function
Last update : 28/10/2005

burg - AR-Model by the method of Burg

Calling Sequence

[A,GAIN] = burg(x,R)

Parameters

Description

x specifies a stationary random process. With the function burg you calculate the characterisitc values of an AR filter. It is assumed, that a white noise signal, filtered with these characteristics, has nearly the same statistical properties as x.

Therefore, the transfer function specified by the AR filter represents nearly the spectrum of the random process x. With [H,W]=mtlb_freqz(gain,A,N); [N is for example 256] you get the transfer function in the Fourier area.

Examples

x=rand(1,4000,'normal'); // Generate white gaussian noise
hz=iir(8,'bp','cheb2',[0.1,0.2],[1E-4,1E-4]);
y=flts(x,hz); //bandpass filtering
[A,Gain]=burg(y,11); //Burg estimation
[H,W]=mtlb_freqz(Gain,A,512);
plot2d(W,abs(H));

See Also

mtlb_freqz ,  

Authors

Dr. Andreas Geissler geisslea@web.de

Bibliography

Kammeyer, Karl Dirk : "DIGITALE SIGNALVERARBEITUNG : Filterung und Spektralanalyse" , Teubner-Verlag 1989, Teubner-Studienbücher: Elektrotechnik ISBN 3-519-06122-8