Linear Prediction Methods
• burg(v, n)—Returns coefficients for nth order linear prediction generated from the vector v using Burg's method.
• yulew(v, n)—Returns coefficients for nth order linear prediction generated from the vector v using the Yule-Walker algorithm.
To calculate predicted values, ignore the zeroth element of the output coefficient vector which is always 1.
Arguments
• v is a real-valued vector of data to be predicted.
If vector v contains units, then the elements of the returned vector will contain these same units.
• n is an integer, the order of the model, where 1 < n < length(v).