spectrum.mcov
Modified covariance spectrum
Syntax
Hs = spectrum.mcov
Hs = spectrum.mcov(order)
Description
Note
The use of spectrum.mcov is not recommended.
Use pmcov instead.
Hs = spectrum.mcov returns
a default modified covariance spectrum object, Hs,
that defines the parameters for the modified covariance spectral estimation
algorithm. The modified covariance algorithm estimates the spectral
content by fitting an autoregressive (AR) linear prediction filter
model of a given order to the signal.
Hs = spectrum.mcov(order) returns
a spectrum object, Hs with the specified order.
The default value for order is 4.
Note
See pmcov for more information
on the modified covariance algorithm.
Examples
Define a fourth order autoregressive model and view its power spectral density using the modified covariance algorithm.
x=randn(100,1); x=filter(1,[1 1/2 1/3 1/4 1/5],x); % 4th order AR filter Hs=spectrum.mcov; % 4th order AR model psd(Hs,x,'NFFT',512)
Version History
Introduced before R2006a