yule-walker

This repository is a self-contained ARIMA (AutoRegressive Integrated Moving Average) implementation in C

Implementation of Linear Prediction Coding (LPC) for speech signal analysis, including LPC reconstruction, prediction error, autocorrelation recovery, Levinson-Durbin recursion, and comparison of Autocorrelation and Covariance methods.

Code for Ren, B. and Barnett, I. (2022), Autoregressive mixture models for clustering time series. J. Time Ser. Anal., 43: 918-937. https://doi.org/10.1111/jtsa.12644 https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12644

This repository contains a collection of assignments completed for the System Identification and Parameter Estimation (TIP7044) course at the Federal University of Ceará during my Master's degree.

MATLAB DSP coursework — intro (sampling, aliasing, FFT) through advanced (Butterworth/impulse-invariance filter design, Yule-Walker AR spectral estimation, steepest-descent adaptive filtering) (BGU ECE)