Scilab Function

yulewalk - least-square filter design

Calling Sequence

Hz = yulewalk(N,frq,mag)



Hz = yulewalk(N,frq,mag) finds the N-th order iir filter

                  n-1         n-2            
      B(z)   b(1)z     + b(2)z    + .... + b(n)
H(z)= ---- = ---------------------------------
                n-1       n-2
      A(z)    z   + a(2)z    + .... + a(n)

which matches the magnitude frequency response given by vectors frq and mag. Vectors frq and mag specify the frequency and magnitude of the desired frequency response. The frequencies in frq must be between 0.0 and 1.0, with 1.0 corresponding to half the sample rate. They must be in increasing order and start with 0.0 and end with 1.0.