O-Matrix Time Series And Filtering

Contents

fourier - Fourier Transform

kalman bucy - Kalman-Bucy Filtering and Smoothing

filter - Auto-Regressive And Moving Average Filtering

mlmode_filter - Auto-Regressive And Moving Average Filtering (Mlmode)

arcov - Simulating An AR Process With A Specified Covariance

fspec - Estimating The Fourier Spectrum Of A Random Process

dpss - Discrete Prolate Spheroidal Sequences

wavelet - Computing The Wavelet Transform

wavelet - Inverse Wavelet Transform

fnbut - Normalized Butterworth Filter Polynomials

fncheb - Normalized Chebyshev Filter Polynomials

fnbpole - Poles Of A Normalized Butterworth Filter

fncpole - Poles Of A Normalized Chebyshev Filter

fn2cbp - Converting From A Normalized To Continuous Bandpass Filter

fn2clp - Converting From A Normalized To Continuous Lowpass Filter

fc2dig - Converting From A Continuous To Digital Filter

fn2dbp - Converting From A Normalized To Digital Bandpass Filter

fn2dlp - Converting From A Normalized To Digital LowPass Filter

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