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

klo uo klonuo@gmail....
Mon Jan 16 17:10:11 CST 2012


http://www.mathworks.com/help/toolbox/signal/ref/yulewalk.html

http://help.scilab.org/docs/5.3.3/en_US/yulewalk.html


On Mon, Jan 16, 2012 at 11:56 PM, <josef.pktd@gmail.com> wrote:

> I have no idea about whether or how it can be used for filter design?
>
> For estimation of the filter from data, the Yule Walker equations can only
> estimate a autoregressive process, not an IIR filter (ARMA process).
>
>
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