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.

Arguments:

• v is a real-valued vector of data to be predicted.
• n is an integer, the order of the model, where 1 < n < length(v).

Note:

• To calculate predicted values, ignore the zeroth element of the output coefficient vector which is always 1.