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

klo uo klonuo@gmail....
Thu Jan 19 07:25:52 CST 2012


Thanks Fabrice, I'll check talkbox later today and reply if that approach
is working for me

Josef, thanks for your snippet, thou I have no idea how to use it

I tried to translate Matlab's yulewalk.m, and it kinda works but with an
issue. Code is here: http://paste.pocoo.org/show/537224/

Main problem is on lines 79-80 when impulse response is computed. FFT/IFFT
functions result is different. Everything to that point gives correct
result in respect to Matlab function. I don't know why is that, is it
precision in question or else, but I had enough hard time to produce linked
and not so representative code.

I attached example image to show how results differ slightly.
Any comment is appreciated

Cheers
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