LAST for ARMA spectral estimation
This function provides espectral estimate which is maximum entropy stisfying correlation constraint(number of poles) and cepstrum constraints (number of ceros).
The function requeries: input signal, order of denominator, order of numerator.
ARMA_LAST function requires spa_corc.m file to compute the autocorrelation matrix
인용 양식
Miguel Angel Lagunas (2025). LAST for ARMA spectral estimation (https://kr.mathworks.com/matlabcentral/fileexchange/19212-last-for-arma-spectral-estimation), MATLAB Central File Exchange. 검색 날짜: .
MATLAB 릴리스 호환 정보
플랫폼 호환성
Windows macOS Linux카테고리
- Computational Finance > Econometrics Toolbox > Conditional Mean Models >
- Signal Processing > Signal Processing Toolbox > Transforms, Correlation, and Modeling > Transforms > Cepstral Analysis >
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Start Hunting!| 버전 | 게시됨 | 릴리스 정보 | |
|---|---|---|---|
| 3.0.0.0 | The zip file contains the updates routine last.m as well as a file describing how to use last method for spectral estimation. A reference (conference paper) is included in the comments at the beginning of the routine. |
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| 2.0.0.0 | Refinements in the variables size |
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| 1.0.0.0 |
