Version 1 (modified by MarcusWalther, 15 years ago) (diff)


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autoregressive process

command: ARP <trc-list> <N> <c1> <c2> ... <cN> [<s1> <s2> ... <sN>]

Generates autoregressive process of order <N> on all traces specified in <trc-list>:

smp[k] = smp[k] + sum{i=1..N} c[i]*smp[k-i] (k=0,1,..,K-1),

where N=<N> and c[i] (i=1,2,..,N) are given by <c1>,<c2>,..,<cN>. The N start values c[-1],c[-2],..,c[-N] are given by <s1>,<s2>,..,<sN> respectively.

Improper values of <c1>..<cN> may result in a floating overflow error and crash the program. So be careful in selecting parameters.

The process operates on the samples of a trace and does not care for the sample rate.


  • <trc-list> parameter type: trace list
    List of traces to be processed.
  • <N> parameter type: integer
    Order of autoregressive process.
  • <c1>,<c2>,..,<cN> parameter type: real
    Coefficents of autoregressive process. The program does not check for improper values, they may result in a floating overflow error.
  • <s1>,<s2>,..,<sN> parameter type: real
    Start values of autoregressive process. If not specified they are assumed to be zero.


arp 1-3 2 1.8 -0.9
traces 1,2,3 are processed with order 2