estimateco.3

speech signal process tools

.\" Copyright (c) 1991 Entropic Research Laboratory, Inc.; All rights reserved
.\" @(#)estimateco.3	1.2 06 May 1997 ERL
.ds ]W (c) 1991 Entropic Research Laboratory, Inc.
.TH  ESTIMATE_COVAR 3\-ESPSsp 06 May 1997
.SH NAME

.nf
estimate_covar \- estimate sample covariance matrix

.fi
.SH SYNOPSIS
.nf
.ft B

#include <stdio.h>
#include <esps/esps.h>

extern int debug_level;

void
estimate_covar (data, lnt, Sxx, matsiz, window_flag)
float   *data;
int     lnt;
double  *Sxx;
int     matsiz;
int	window_flag;

.ft
.fi
.SH DESCRIPTION
.PP
Given \fIdata\fP of size \fIlnt\fP, \fIestimate_covar\fP computes an
estimate of the sample covariance matrix \fISxx\fP .  The size of 
\fISxx\fP is given by \fImatsiz\fP.  If \fIwindow_flag\fP is non-zero,
a triangular window is applied to \fIdata\fP.  \fISxx\fP is stored in 
row order.  
.SH EXAMPLES
.PP
.SH ERRORS AND DIAGNOSTICS
.PP
If the external \fIdebug_level\fP is non-zero, various debugging 
messages are printed.  Higher values yield more verbose output.  
.SH FUTURE CHANGES
.PP
.SH BUGS
.PP
None known.
.SH REFERENCES
.TP
[1]
J.P.Burg, D.G.Luenberger, D.L.Wenger, "Estimation of Structured
Covariance Matrices" \fIProceedings of the IEEE\fP, Vol. 70, No. 9
September 1982
.TP
[2]
Shankar Narayan and J.P. Burg, "Spectral Estimation of Quasi-Periodic
Data", \fIProceedings ICASSP 87\fP, pp. 944-947.  
.SH "SEE ALSO"
.PP
.nf
\fIstruct_cov\fP(3\-\s-1ESPS\s+1sp), \fIgenburg\fP(3\-\s-1ESPS\s+1sp),
\fIcompute_rc\fP(3\-\s-1ESPS\s+1sp), \fIget_vburg\fP(3\-\s-1ESPS\s+1sp), 
\fIrefcof\fP(1\-\s-1ESPS\s+1)
.fi
.SH AUTHOR
.PP
Program by Shankar Narayan, man page by John Shore.