yulewalk.txt

DSP 实现基于BURG算法的功率谱估计

/***************************************************************************************************************************/
//Input parameters:
//    n------Number of data samples
//    ip-----Nrder of autoregressive to be fitted
//    l------Set this integer to 0 for unbiassed lags,or l for biassed
//    x------Array of complex data values,x[1] to x[n]
//Output parameters;
//    p------Driving nios variance
//    a------Array of complex autoregressive coeffcients,a[l] to a[ip]
//    istat--Status indicator,0 for normal exit,1 for levinsion ill-conditioned 


void yulewalk(int n,int ip,int l,complex *x,double *p,complex *a,int *istat)
{
  double rzero=0.;
  complex *r=new complex[ip+5];
  complex r0;
  correlation(n,ip,l,x,x,r0,r);
  rzero=r[0].real;
  levinson(ip,rzero,r,p,a,istat);
  delete r;
}