gftool.linearprediction.pcoeff_burg
- gftool.linearprediction.pcoeff_burg(x, order: int)[source]
Burg’s method for linear prediction (LP) coefficients.
Warning
We found this method to be instable, consider using
pcoeff_covar
instead.Burg’s method calculates the coefficients from an estimate of the reflection coefficients using Levinson’s method. Burg’s method guarantees that poles are inside the unit circle [Kay1988], thus it is stable.
- Parameters:
- x(…, N) complex np.ndarray
Data of the (time) series to be predicted.
- orderint
Prediction order, has to be smaller then N.
- Returns:
- a(…, order) complex np.ndarray
Prediction coefficients.
- rho(…) float np.ndarray
Variance estimate.
See also
References
[Kay1988]Kay, S.M., 1988. Modern spectral estimation: theory and application. Pearson Education India.