Burg Method
Power spectral density estimate using Burg method
Libraries:
DSP System Toolbox /
Estimation /
Power Spectrum Estimation
Description
The Burg Method block estimates the power spectral density (PSD) of the input frame using the Burg method. This method fits an autoregressive (AR) model to the signal by minimizing (least squares) the forward and backward prediction errors. The block minimizes the errors by constraining the AR parameters to satisfy the LevinsonDurbin recursion.
The block computes the spectrum from the FFT of the estimated AR model parameters.
Ports
Input
Output
Parameters
Block Characteristics
Data Types 

Multidimensional Signals 

VariableSize Signals 

More About
References
[1] Kay, S. M. Modern Spectral Estimation: Theory and Application. Englewood Cliffs, NJ: PrenticeHall, 1988.
[2] Orfanidis, S. J. Introduction to Signal Processing. Englewood Cliffs, NJ: PrenticeHall, 1995.
[3] Orfanidis, S. J. Optimum Signal Processing: An Introduction. 2nd ed. New York, NY: Macmillan, 1985.
Extended Capabilities
Version History
Introduced before R2006a
See Also
Blocks
 Burg AR Estimator  Covariance Method  Modified Covariance Method  ShortTime FFT  YuleWalker Method