vtb::core::Yule_walker_solver< T, N > Class Template Reference

Inheritance diagram for vtb::core::Yule_walker_solver< T, N >:

Public Types
typedef T	value_type
	Array element type.
typedef blitz::Array< T, N >	array_type
	Three-dimensional array type.
typedef std::unique_ptr< Yule_walker_solver< T, N > >	pointer

Public Member Functions
	Yule_walker_solver (const Yule_walker_solver &)=default
Yule_walker_solver &	operator= (const Yule_walker_solver &)=default
virtual array_type	solve (array_type acf)=0
	Solve Yule—Walker system of equations. More...
virtual pointer	copy () const =0
array_type	operator() ()
	Solve Yule—Walker system of equations. More...
value_type	white_noise_variance () const noexcept

Protected Member Functions
void	white_noise_variance (value_type rhs)

Detailed Description

template<class T, int N>
class vtb::core::Yule_walker_solver< T, N >

Definition at line 64 of file yule_walker_solver.hh.

Member Function Documentation

operator()()

template<class T , int N>

array_type vtb::core::Yule_walker_solver< T, N >::operator() ( )

inline

Solve Yule—Walker system of equations.

Returns

three-dimensional array of coefficients

Parameters

[in]

acf

autocovariance function

Definition at line 101 of file yule_walker_solver.hh.

References vtb::core::Yule_walker_solver< T, N >::solve().

solve()

template<class T , int N>

virtual array_type vtb::core::Yule_walker_solver< T, N >::solve ( array_type  acf )

pure virtual

Solve Yule—Walker system of equations.

Returns

three-dimensional array of coefficients

Parameters

[in]

acf

autocovariance function

Implemented in vtb::core::Fixed_point_iteration_yule_walker_solver< T, N >, vtb::core::Gauss_yule_walker_solver< T, N >, and vtb::core::Choi_yule_walker_solver< T, N >.

Referenced by vtb::core::Yule_walker_solver< T, N >::operator()().

white_noise_variance()

template<class T , int N>

value_type vtb::core::Yule_walker_solver< T, N >::white_noise_variance ( ) const

inlinenoexcept

Definition at line 107 of file yule_walker_solver.hh.