[SciPy-User] How to calculate Yulewalk with scipy.optimize.leastsq

klo uo klonuo@gmail....
Mon Jan 16 16:13:45 CST 2012


H(z) = yulewalk(N,frq,mag) - finds the N-th order iir filter:

[image:
%5Cnormalsize%5C%21H%28z%29%3D%5Cfrac%7BB%28z%29%7D%7BA%28z%29%7D%3D%5Cfrac%7Bb%281%29%20%2B%20b%282%29z%5E%7B-1%7D%2B...%2Bb%28n%29z%5E%7B-%28n-1%29%7D%7D%7B1%2Ba%281%29z%5E%7B-1%7D%2B...%2Ba%28n%29z%5E%7B-%28n-1%29%7D%7D.gif]

H(z) : filter B(z)/A(z)
N    : integer (order of desired filter)
frq  : real row vector (non-decreasing order), frequencies.
mag  : non negative real row vector (same size as frq), desired magnitudes.

----------------------------------------

yulewalk() function in "/scipy/signal/filter_design.py" is empty. It
perhaps can be calculated using scipy.optimize.leastsq() but I lack skills
to figure out how?

All I can do right now is port it quick and dirty from Matlab to Python,
but I feel it's bad idea and waste of time

Can someone provide tip how can I calculate 10-th order yulewalk with scipy?
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