Member of the modeling and prediction class.
[a, e, k] = aryule(x, n)
[a, e] = aryule(x, n)
a = aryule(x, n)
Uses the Yule-Walker method to estimate autoregressive (AR) model parameters.
| Name | Description |
| x | Specifies the input signal. x is a vector. |
| n | Specifies the order of the AR model. n is a positive integer. |
| Name | Description |
| a | Returns the model coefficients. a is a vector. |
| e | Returns the final prediction error. e is a real number. |
| k | Returns the reflection coefficients. k is a vector. |
x = [7, 9, 2, 0.5, 6, 10];
n = 2;
[a, e, k] = aryule(x, n)