function?[a?e]?=?AR（x?p）
%?AR自協方差算法譜估計，輸入采樣數據x，預測階數p，輸出模型傳輸函數系數a
%?返回H（z）=e/（1+A（z））中的A，e是sigma^2
N?=?length（x）;
A?=?zeros（p?N-p）;
for?n=1:p
????for?m=1:N-p
????????A（n?m）?=?x（p-n+m）;??%A‘
????end
end
xf?=?x（p+1:N）;
[V1?D1]?=?eig（A*A‘）;
a?=?-1*pinv（A‘）*xf;
e?=?（xf‘*xf+a‘*A*xf）/（N-p）;
%test
%?clear;
%?close?all;
%?a?=?[1?-1.3817?1.5632?-0.8843?0.4096];
%?b?=?[1?0.3544?0.3508?0.1736?0.2401];
%?x?=?xx（a?b?200?256）;
%?[coa?coe]?=?AR（x?4）;
%?coa?=?[1;coa];
%?cob?=?sqrt（coe）;
%?[wP]?=?spectrum（coa?cob?128）;
%?plot（w?P）;

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2019-03-23?21:45??source\
?????文件?????????607??2006-05-09?16:33??source\AR.m
?????文件?????????685??2006-05-10?19:19??source\AR2.m
?????文件?????????215??2006-05-09?16:33??source\ARMA.m
?????文件?????????495??2006-05-10?19:11??source\MA.m
?????文件????????4664??2019-03-23?21:14??source\main1.m
?????文件????????7147??2006-05-10?20:17??source\main2.m
?????文件?????????248??2006-05-09?17:14??source\Periodic.m
?????文件?????????276??2006-05-10?20:36??source\polyzero.m
?????文件?????????242??2006-05-10?20:03??source\Rxx.m
?????文件?????????598??2006-05-09?10:55??source\spectrum.m
?????文件????????2196??2019-03-23?21:14??source\xdata.mat
?????文件?????????393??2006-05-10?19:48??source\xx.m
?????文件?????????502??2006-05-10?18:44??source\YuleWalker.m