Accession Number:

ADA024982

Title:

FORTRAN Program for Multivariate Linear Predictive Spectral Analysis, Employing Forward and Backward Averaging.

Descriptive Note:

Technical document,

Corporate Author:

NAVAL UNDERWATER SYSTEMS CENTER NEW LONDON CONN NEW LONDON LAB

Personal Author(s):

Report Date:

1976-05-19

Pagination or Media Count:

23.0

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 Burgs algorithm to the multivariate case. The theory behind this program will be published in a forthcoming NUSC Technical Report. Author

Subject Categories:

  • Statistics and Probability
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE