| DSP Blockset | |
Estimation
The following sublibraries reside in the Estimation library:
Blocks for linear prediction and working with linear prediction coefficients. (Blocks are available in the Linear Prediction library.)
| Autocorrelation LPC |
Determine the coefficients of an Nth-order forward linear predictor |
| LPC to LSF/LSP Conversion |
Convert linear prediction coefficients (LPCs) to line spectral pairs (LSPs) or line spectral frequencies (LSFs) |
| LSF/LSP to LPC Conversion |
Convert line spectral pairs (LSPs) or line spectral frequencies (LSFs) to linear prediction coefficients (LPCs) |
Blocks for computing estimates of autoregressive model parameters using various methods. (Blocks are available in the Parametric Estimation library.)
| Burg AR Estimator |
Compute an estimate of autoregressive (AR) model parameters using the Burg method |
| Covariance AR Estimator |
Compute an estimate of AR model parameters using the covariance method |
| Modified Covariance AR Estimator |
Compute an estimate of AR model parameters using the modified covariance method |
| Yule-Walker AR Estimator |
Compute an estimate of AR model parameters using the Yule-Walker method |
Blocks for computing parametric and nonparametric spectral estimates using various methods. (Blocks are available in the Power Spectrum Estimation library.)
| Burg Method |
Compute a parametric spectral estimate using the Burg method |
| Covariance Method |
Compute a parametric spectral estimate using the covariance method |
| Magnitude FFT |
Compute a nonparametric estimate of the spectrum using the periodogram method |
| Modified Covariance Method |
Compute a parametric spectral estimate using the modified covariance method |
| Short-Time FFT |
Compute a nonparametric estimate of the spectrum using the short-time, fast Fourier transform (ST-FFT) method |
| Yule-Walker Method |
Compute a parametric estimate of the spectrum using the Yule-Walker AR method |
| | DSP Sources | Filtering | |