YuleWalker Method
Power spectral density estimate using YuleWalker method
Libraries:
DSP System Toolbox /
Estimation /
Power Spectrum Estimation
Description
The YuleWalker Method block estimates the power spectral density (PSD) of the input using the YuleWalker AR method. This method, also called the autocorrelation method, fits an autoregressive (AR) model to the windowed input data by minimizing the forward prediction error in the least squares sense. This process leads to the YuleWalker equations, which the LevinsonDurbin recursion solves.
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] Marple, S. L. Jr., Digital Spectral Analysis with Applications. Englewood Cliffs, NJ: PrenticeHall, 1987.
[3] Orfanidis, S. J. Introduction to Signal Processing. Englewood Cliffs, NJ: PrenticeHall, 1995.
Extended Capabilities
Version History
Introduced before R2006a