ARMA PARAMETER ESTIMATION

Estimating the parameters of AR-MA sequences is fundamental. Here we present another method for ARM

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File name: ARMA_LAST.M

This function provides an ARMA spectral estimate which is maximum entropy satisfying correlation constraint (number of poles)and cepstrum
constrains (number of ceros)

The function requires 3 inputs: Input signal, Order of denonominator, Order of Numerator and the output variable are: numerator coeffients, denominator coeficients and square-root of input noise power.

ARMA_LAST function requires spa_corc.m file to compute the autocorrelation matrix

인용 양식

Miguel Angel Lagunas Hernandez (2026). ARMA PARAMETER ESTIMATION (https://kr.mathworks.com/matlabcentral/fileexchange/16425-arma-parameter-estimation), MATLAB Central File Exchange. 검색 날짜: .

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