In this module the DSK6713 will be used for spectrum estimation. Three estimation methods will be implemented:
- Periodogram
- Burg
- M-Cov
Periodogram
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The Periodogram block computes a nonparametric estimate of the spectrum. The block averages the squared magnitude of the FFT computed over windowed sections of the input and normalizes the spectral average by the square of the sum of the window samples.
The Modified Covariance Method
The Modified Covariance Method block estimates the power spectral density (PSD) of the input using the modified covariance method. This method fits an autoregressive (AR) model to the signal by minimizing the forward and backward prediction errors in the least squares sense. The order of the all-pole model is the value specified by the Estimation order parameter. To guarantee a valid output, you must set the Estimation order parameter to be less than or equal to two thirds the input vector length. The spectrum is computed from the FFT of the estimated AR model parameters.
Burg Method
The Burg Method block estimates the power spectral density (PSD) of the input frame using the Burg method. This method fits an autoregressive (AR) model to the signal by minimizing (least squares) the forward and backward prediction errors while constraining the AR parameters to satisfy the Levinson-Durbin recursion.
Related Files
- Powerpoint Presentation - SpectrumEstimation.ppt
- Simulink Model for Simulation - SpectrumEstimation.mdl
- MATLAB GUI for Real-Time - Spectrum.fig
- GUI m-fileSpectrum.m
- m-file for Selection of estimation method SelectModel.m
- Simulink Model for Burg Estimation Method Burg.mdl
- Simulink Model for Periodogram Estimation MethodPeriodogram.mdl
- Simulink Model for Modified Covariance Estimation MethodMCov_AR.mdl









































