cristian
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Posted:
Wed Dec 08, 2004 7:16 pm Post subject:
AR Extrapolation |
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I am doing some research regarding the High-Resolution methods, for
applications in Automotive Radar, and before I compose my own C codes I am
playing with the Matlab intrinsic functions. One of these functions is
arburg (pburg) and I was curious how good are the AR coefficients estimated.
So, I build a short example, I took a short data sequence (one cycle
(period) for better analysis) of length = 64 samples added with some noise
(from a longer generated sequence), and I applied pburg. The spectrum looks
okay, I mean the estimated frequency is at the right bin. With the same
short sequence I estimated the coefficients using arburg, and then having
these coefficients and the original sequence of data I tried to estimate
(through extrapolation) the following cycle, which it should look maybe not
like a twin brother of the main cycle but close to it.
I used the following eq. for extrapolation:
p
x[n] = -sum a[k]x[n-k]
k=1
for my surprise I did not become the expected sequence of estimated data
values. Is my thought not logical? Am I missing something?
(Parameters: 64 data samples x[0:n-1], 16 estimated coefficients a[1:p] and
then try to estimate the next 64 samples x[n:2n-1])
Thanks for any hint.
Cris |
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