ArBurgEstimator

class ArBurgEstimator : public tsa::AlgoBase

Estimate the Parcor and AR parameters on a sequence of data.

Setters

void SetArOrder(unsigned int P)

setters

Parameters:

P – the Ar order

void SetAR(unsigned int j, double value)

Operations

void operator()(SeqViewDouble &InputData, SeqViewDouble &WhitenedData)

Implements the estimation of the AR paramenters using the Burg method.

Parameters:

• InputData – Input data time series

• WhitenedData – Whitened time series

void Color(SeqViewDouble &WhitenedData, SeqViewDouble &ColoredData)

Implements the estimation of the AR paramenters using the Burg method.

Parameters:

• InputData – Input data time series

• WhitenedData – Whitened time series

void operator()(SeqViewDouble &InputData)

Implements the estimation of the AR paramenters using the Burg method.

Parameters:

• InputData – Input data time series

• Parcor – Parcor coefficients

void execute(matrix_row<Dmatrix> InputData)

Estimate the Parcor and AR parameters on a sequence of data.

Todo:

Add execption

Pre:

The lenght of the input sequence must be greater then the AR order

Parameters:

InputData – is the input sequences of data

void color(matrix_row<Dmatrix> WhitenedData, matrix_row<Dmatrix> ColoredData)

Getters

void GetLatticeView(LatticeView &LV)

Parameters:

LV – the target lattice view

unsigned int GetArOrder()

Returns:

the Ar Order

double GetParcor(unsigned int j)

Returns:

Get The Parcor values

double GetAR(unsigned int j)

Returns:

Get The AR values

double GetErrorForward(unsigned int j)

Returns:

Get the ErrorForward values

double GetErrorBackward(unsigned int j)

Returns:

Get the ErrorBackward values

Public Functions

ArBurgEstimator(unsigned int ArOrder)

Constructor

Parameters:

ArOrder – order of the AR model

virtual ~ArBurgEstimator()

Destructor

inline void Load(const char *filename, const char *fmt = nullptr)

inline void Save(const char *filename, const char *fmt = nullptr)

template<class Archive>
inline void serialize(Archive &ar)