Hello, I want to use the LPC function to achieve AR pre-whitening, will the AR coefficient obtained by fftfilt filtering signal is a residual signal?
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Hello, I want to use the LPC function to achieve AR pre-whitening, will the AR coefficient obtained by fftfilt filtering signal is a residual signal?Is the following code correct?
x = x - mean(x);
Na = 100; %It is assumed that Na is the AR model order of the maximum kurtosis of the residual signal
a = lpc(x,Na);
x = fftfilt(a,x);
x = x(Na+1:end); %Is the resulting x a residual signal? Or do you need to subtract this signal from the original signal to make a residual signal?
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Accepted Answer
Paul
on 12 Sep 2023
Hello Yx Y,
xest = fftfilt([0 -a(2:end)],x);
xest = xest(Na+1:end);
and the residual error would be
res = xest - x(Na+1:end);
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