Description: SVD-TLS and the LS method to estimate AR model for power spectrum, assuming that the simulation produced by the observed data, where w (n) is a Gaussian white noise with mean 0 and variance 1, and take n = 1, ... .. , 128, LS methods were used here and SVD-TLS method to estimate the AR model parameters observed data.
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SVD-TLS和LS方法估计AR模型功率谱\LS.m
...............................\TLS.m
SVD-TLS和LS方法估计AR模型功率谱