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ar_yule (MathScript RT Module Function)

LabVIEW 2012 MathScript RT Module Help

Edition Date: June 2012

Part Number: 373123C-01

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Owning Class: modeling and prediction

Requires: MathScript RT Module

Syntax

[a, e, k] = ar_yule(x, n)

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

a = ar_yule(x, n)

Legacy Name: aryule

Description

Uses the Yule-Walker 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 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.

Details

The following table lists the support characteristics of this function.

Supported in the LabVIEW Run-Time Engine Yes
Supported on RT targets Yes
Suitable for bounded execution times on RT Not characterized

Examples

x = [7, 9, 2, 0.5, 6, 10];
n = 2;
[a, e, k] = ar_yule(x, n)

Related Topics

ar_burg
ar_covar
ar_mcovar


 

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