Modeling of AR Random Processes with Spectrum Estimation Methods

Modeling of AR random processes, given an AR process model, with power spectrum estimation using both Yule-Walker equations and covariance methods, including algorithm implementation considerations and key computational functions

Linear Modeling of AR Processes and Power Spectrum Estimation: Yule-Walker, Covariance, Burg, and Modified Covariance Methods

Implementation approaches for AR process modeling and power spectrum estimation using: (1) Yule-Walker method (autocorrelation approach); (2) Covariance method; (3) Burg method; (4) Modified covariance method