Using prony to obtain MA coefficients

1 visualizzazione (ultimi 30 giorni)
Chris Koen
Chris Koen il 10 Apr 2022
x is an ARMA(p,q) time series. How can the q MA coefficients be obtained using the prony function.
My tests, using simulated data, show that [b a]=prony(x,q,p) gives the AR coefficients in the vector a,
but the vector b does not return the q MA coeffients.

Risposte (0)

Tag

Prodotti


Release

R2015a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by