If a time series data is assumed to be following an Auto-Regressive (AR(N)) model of given form, $$x[n] + a_1 x[n-1] + a_2 x[n-2] + … + a_N x[n-N] =… Read MoreYule Walker Estimation and simulation in Matlab

As discussed in the previous post, the ARMA model is a generalized model that is a mix of both AR and MA model. Given a signal \(x[n]\), AR model is… Read MoreComparing AR and ARMA model – minimization of squared error

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