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