Yule Walker estimation Archives - GaussianWaves https://www.gaussianwaves.com/tag/yule-walker-estimation/ Signal Processing for Communication Systems Tue, 25 Feb 2025 12:16:59 +0000 en-US hourly 1 https://wordpress.org/?v=6.7.2 https://i0.wp.com/www.gaussianwaves.com/gaussianwaves/wp-content/uploads/2016/02/cropped-gaussianwaves_logo_120_120.png?fit=32%2C32&ssl=1 Yule Walker estimation Archives - GaussianWaves https://www.gaussianwaves.com/tag/yule-walker-estimation/ 32 32 163393712 Yule Walker Estimation and simulation in Matlab https://www.gaussianwaves.com/2014/05/yule-walker-estimation/ https://www.gaussianwaves.com/2014/05/yule-walker-estimation/#comments Tue, 27 May 2014 10:11:22 +0000 http://www.gaussianwaves.com/?p=6232 If a time series data is assumed to be following an Auto-Regressive (\(AR(N)\)) model of given form, the natural tendency is to estimate the model parameters \(a_1,a_2, \cdots, a_N\). Least squares method can be applied here to estimate the model parameters but the computations become cumbersome as the order \(N\) increases. Fortunately, the AR model ... Read more

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