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Member of the modeling and prediction class.

Syntax

a = arcov(x, n)

[a, e] = arcov(x, n)

Description

Uses the covariance method to estimate autoregressive (AR) model parameters.

Examples

Inputs

Name	Description
x	Specifies the input signal. x is a vector.
n	Specifies the order of the AR model. n is a positive integer.

Outputs

Name	Description
a	Returns the estimate of AR model parameters. a is a vector.
e	Returns the variance estimate of the white noise input to the AR model. e is a real number.

Examples

t = 1:20;
x = t+rand(1, length(t));
[a, e] = arcov(x, 1)
y = stepz(sqrt(e), a, length(t));
plot(t, x, t, y)

Related Topics

arburg
armcov
aryule