Burg lattice AR estimation — morie_burg

Chooses each reflection coefficient to minimise the combined forward and backward prediction error power. No autocorrelation estimate and no windowing, and every \(|k_m| \le 1\) makes stability automatic. Mirrors morie.fn.rgburg.

Usage

morie_burg_method(x, order = 8L)

Arguments

x: numeric signal.
order: AR order.

Value

list: a, reflection, sigma2, order, stable.

References

Rangayyan (2015), Ch. 3.

Examples

set.seed(1)
morie_burg_method(rnorm(200), order = 2)$stable
#> [1] TRUE