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