Modified Covariance Method
Power spectral density estimate using modified covariance method
Libraries:
DSP System Toolbox /
Estimation /
Power Spectrum Estimation
Description
The Modified Covariance Method block estimates the power spectral density (PSD) of the input using the modified covariance method. This method fits an autoregressive (AR) model to the signal by minimizing the forward and backward prediction errors in the least squares sense.
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