SUMMARY

Plots the RMS prediction error function.

SYNTAX

[P]LOT[PE]

DESCRIPTION

This command produces a diagnostic plot which may be used to select the order of the MEM spectral estimate. The plot is of the normalized prediction error function, displayed as a function of the order of the estimator. Typically, the prediction error is large for small orders, but decreases rapidly as the order is increased. The prediction error is the "residual power" left after the prediction filter is applied to the data. When this quantity is small, so the theory goes, most of the structure in the spectrum has been captured in the power frequency response of the filter. The residual data is white noise. Consequently, one may examine the prediction error function for "knees" in the curve, where the function drops dramatically to some value that is not reduced much further by further increases in order. The order of the predictor at the "knee" is often used as the order of the MEM spectral estimator.

ERROR MESSAGES

• 5003: No correlation function calculated.