maximum entropy spectral estimation
[sm,fr]=mese(x [,npts]);
Input sampled data sequence
Optional parameter giving number of points of fr
and sm
(default is 256)
Samples of spectral estimate on the frequency grid fr
npts equally spaced frequency samples in [0,.5)
Calculate the maximum entropy spectral estimate of x
rand("seed",12345), y = (0:10); x1 = sin(2*%pi*y/20); x2 = sin(3.5*%pi*y/20); w = .4*(rand(y)-.5*ones(y)); x = x1+2*x2+w; [sm,fr1] = mese(x,10) // Define macro which computes the // Blackman-Tukey periodogram function [xm, fr]=bt(x) xsize = max(size(x)) [xf,fr] = frmag(x,256) xm = xf.*conj(xf)/xsize endfunction [xm,fr] = bt(x); scf(); subplot(3,1,1); plot(x); subplot(3,1,2); plot(fr1,sm) subplot(3,1,3); plot(fr,xm) | ![]() | ![]() |