Re: Welch and MEM power spectrum estimation (Signal processing) functions

Peter Vernon Lanspeary wrote:

>Here are some (attached) functions for estimating power spectra of vector data.
>
>1) welch_psd.m -- (Welch 1967) averaged-periodogram method of spectral
>                  estimation: similar to Matlab's pwelch
>
>2) burg_filter.m -- constructs autoregressive generating filter of the data
>                    by the Burg (1968) lattice-filter algorithm
>
>3) mem_psd.m -- maximum entropy method of spectral estimation (Burg 1968
>                et seq); uses filter coefficients from burg_filter.m
>                mem_psd.m and burg_filter.m perform a similar function to
>                Matlab's pburg
>
>These have been slightly altered since testing. Please inform me of bugs.
>
>Thanks
>Peter Lanspeary
>  
>
Can you please compare your implementation of the pwelch to the
octave-forge version and to Matlab 2006a for compatiability? What would
it take to create a fully Matlab compatiable pburg function? Once that
is done these should be included in the signal processing toolbox of
octave-forge...

Regards
David

-- 
David Bateman                                [email protected]
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