SUMMARY
Calculates the spectral estimate using the Maximum Likelihood Method.
SYNTAX
MLM {[O]RDER n}, {[N]UMBER n}
INPUT
ORDER n: Set the number of parameters in the estimate in lags to v. NUMBER n: Set the number of points to be used in the spectral estimate.
DEFAULT VALUES
MEM ORDER 25
DESCRIPTION
This command implements the Maximum Likelihood Method estimator for the power density spectrum. This estimator generates a spectral estimate which represents the power outputs of a bank of narrow band-pass filters which have been optimized to reject out-of-band power. The result is a smoothed, parametric estimate of the power density spectrum. The parameters are the coefficients of the (finite impulse response) narrowband filters. The user can choose the number of parameters. The filters are not actually computed by the algorithm, which accounts for the speed of the method.
The method is desirable because it generally has better resolution than the conventional method, and much better sidelobe reduction. The order of the algorithm is limited to 100, since it requires the inversion of a matrix with dimension equal to the order. A fast method exists for the inversion, but numerical noise can be a problem for large order estimates.
Documentation for this method can be found in the paper by Richard Lacoss in the IEEE book "Modern Spectrum Analysis" by Donald Childers.
ERROR MESSAGES
- 5003 No correlation functioncalculated.