ArBurgEstimator

class ArBurgEstimator : public tsa::AlgoBase

Estimate the Parcor and AR parameters on a sequence of data.

Operations

void operator()(SeqViewDouble &InputData, SeqViewDouble &WhitenedData)

Implements the estimation of the AR paramenters using the Burg method.

Parameters

• InputData: Input data time series

• WhitenedData: Whitened time series

void Color(SeqViewDouble &WhitenedData, SeqViewDouble &ColoredData)

Implements the estimation of the AR paramenters using the Burg method.

Parameters

• InputData: Input data time series

• WhitenedData: Whitened time series

void operator()(SeqViewDouble &InputData)

Implements the estimation of the AR paramenters using the Burg method.

Parameters

• InputData: Input data time series

• Parcor: Parcor coefficients

void execute(matrix_row<Dmatrix> InputData)

Estimate the Parcor and AR parameters on a sequence of data.

Pre

The lenght of the input sequence must be greater then the AR order

Parameters

• InputData: is the input sequences of data

Getters

void GetLatticeView(LatticeView &LV)

Parameters

• LV: the target lattice view

unsigned int GetArOrder()

Return

the Ar Order

double GetParcor(unsigned int j)

Return

Get The Parcor values

double GetAR(unsigned int j)

Return

Get The AR values

double GetErrorForward(unsigned int j)

Return

Get the ErrorForward values

double GetErrorBackward(unsigned int j)

Return

Get the ErrorBackward values

Setters

void SetArOrder(unsigned int P)

setters

Parameters

• P: the Ar order

Public Functions

ArBurgEstimator(unsigned int ArOrder)

Constructor

Parameters

• ArOrder: order of the AR model

~ArBurgEstimator()

Destructor