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https://github.com/nomonosound/yulewalker
IIR filter estimation of an arbitrary magnitude response using the modified Yule-Walker method
https://github.com/nomonosound/yulewalker
dsp filter-design signal-processing
Last synced: 28 days ago
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IIR filter estimation of an arbitrary magnitude response using the modified Yule-Walker method
- Host: GitHub
- URL: https://github.com/nomonosound/yulewalker
- Owner: nomonosound
- License: other
- Created: 2021-11-12T15:14:06.000Z (about 3 years ago)
- Default Branch: master
- Last Pushed: 2024-04-17T15:00:07.000Z (9 months ago)
- Last Synced: 2024-04-17T16:26:22.966Z (9 months ago)
- Topics: dsp, filter-design, signal-processing
- Language: Jupyter Notebook
- Homepage:
- Size: 61.5 KB
- Stars: 18
- Watchers: 3
- Forks: 6
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG
- License: LICENSE
Awesome Lists containing this project
README
# Yule-Walker method for IIR filter design given an arbitrary magnitude response
## Description
This implements a modified yule-walker method for estimating the coefficients of an IIR filter that best matches an arbitrary frequency response. This is a port
from sci-lab's version here: [yulewalk.sci](https://github.com/scilab/scilab/blob/master/scilab/modules/signal_processing/macros/yulewalk.sci) and is distributed by
the same license ([CeCILLv2.0](https://opensource.org/licenses/CECILL-2.1)).## Install
### Using pip
```
$ pip install yulewalker
```### By cloning this repository
```
$ git clone https://github.com/mmxgn/yulewalker.git
$ cd yulewalker
$ python setup.py install
```## Testing
Using `doctest`:
```
$ python -m yulewalker.yulewalker -v
```Using `pytest`:
```
$ pytest
```## Example
See [Example.ipynb](Example.ipynb)
## Citation
If you are using this code in your research please cite the original paper here:
```
Friedlander, Benjamin, and Boaz Porat. "The modified Yule-Walker method of ARMA spectral stimation." IEEE Transactions on Aerospace and Electronic Systems 2 (1984): 158-173.
```## License
See [LICENSE](LICENSE)
## Acknowledgements
Thanks to [Nonomo](http://www.nomono.co) for backing this library.