- M.J.L. DE HOON, T.H.J.J. VAN DER HAGEN, H. SCHOONEWELLE, AND H. VAN DAM: "Why Yule-Walker should not be used for autoregressive modeling"
Pdf file
- Mathworks, Matlab: "Signal Processing Toolbox,Documentation" Html page
- Rami Kanhouche: "A Modified Burg Algorithm Equivalent In Results to Levinson Algorithm" Pdf file
/li>
- Bos, Waele and Broersen: "AR spectral estimation to Irregularly Sampled Data" Pdf file
- Collomb: "Tutorial on Burg's method, algorithm and and recursion.Pdf file
This tutorial includes a C++ program! We will read more references first before we translate this.
Thursday, June 10, 2010
Free online references for the Burg algorithm
Labels:
Autoregressive Models,
Econometrics
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment