FORTRAN Program for Multivariate Linear Predictive Spectral Analysis, Employing Forward and Backward Averaging.
Abstract
A FORTRAN program for multivariate linear predictive spectral analysis, employing forward and backward averaging, is presented. The program is written for general M, where M is the number of processes, with the exception of an internal function and three internal subroutines which are written for M = 2 in this version of the program, but can easily be generalized to general M. This program generalizes Burg's algorithm to the multivariate case. The theory behind this program will be published in a forthcoming NUSC Technical Report. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 19, 1976
- Accession Number
- ADA024982
Entities
People
- Albert H. Nuttall
Organizations
- Naval Underwater Systems Center