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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/REC-html40/loose.dtd"><html><head> <title>Description of arfit2</title> <meta name="keywords" content="arfit2"> <meta name="description" content="ARFIT2 estimates multivariate autoregressive parameters"> <meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1"> <meta name="generator" content="m2html © 2003 Guillaume Flandin"> <meta name="robots" content="index, follow"> <link type="text/css" rel="stylesheet" href="../m2html.css"></head><body><a name="_top"></a><div><a href="../index.html">Home</a> > <a href="index.html">tsa</a> > arfit2.m</div><!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td><td align="right"><a href="index.html">Index for tsa <img alt=">" border="0" src="../right.png"></a></td></tr></table>--><h1>arfit2</h1><h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>ARFIT2 estimates multivariate autoregressive parameters</strong></div><h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>function [w, MAR, C, sbc, fpe, th]=arfit2(Y, pmin, pmax, selector, no_const) </strong></div><h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="fragment"><pre class="comment"> ARFIT2 estimates multivariate autoregressive parameters using MVAR with the Nuttall-Strand method [1,2]. ARFIT2 is included for combatibility reasons to ARFIT [3] [w, A, C, sbc, fpe] = arfit2(v, pmin, pmax, selector, no_const) see also: ARFIT, <a href="mvar.html" class="code" title="function [ARF,RCF,PE,DC,varargout] = mvar(Y, Pmax, Mode);">MVAR</a> REFERENCES: [1] M.S. Kay "Modern Spectral Estimation" Prentice Hall, 1988. [2] S.L. Marple "Digital Spectral Analysis with Applications" Prentice Hall, 1987. [3] T. Schneider and A. Neumaier, A. 2001. Algorithm 808: ARFIT-a Matlab package for the estimation of parameters and eigenmodes of multivariate autoregressive models. ACM-Transactions on Mathematical Software. 27, (Mar.), 58-65.</pre></div><!-- crossreference --><h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>This function calls:<ul style="list-style-image:url(../matlabicon.gif)"><li><a href="mvar.html" class="code" title="function [ARF,RCF,PE,DC,varargout] = mvar(Y, Pmax, Mode);">mvar</a> Estimates Multi-Variate AutoRegressive model parameters</li><li><a href="sumskipnan.html" class="code" title="function [o,count,SSQ,S4M] = sumskipnan(i,DIM)">sumskipnan</a> SUMSKIPNAN adds all non-NaN values.</li></ul>This function is called by:<ul style="list-style-image:url(../matlabicon.gif)"></ul><!-- crossreference --><hr><address>Generated on Tue 17-Aug-2004 00:13:21 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address></body></html>⌨️ 快捷键说明
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