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Estimation spectrale Méthodes non-paramétriques

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Code en MATLAB<br />

function Px = minvar(x,p);<br />

R = covar(x,p);<br />

[v,d] = eig(R);<br />

U = diag(inv(abs(d)+eps));<br />

V = abs(fft(v,1024)).^2;<br />

Px = 10*log10(p)-10*log10(V*U);<br />

INRS-EMT J. Benesty 27

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