yulewalker 0.1.1

IIR Filter design using the modified Yule-Walker method

# Yule-Walker method for IIR filter design for an arbritrary magnitude response

## Description

This implements a modified yule-walker method for estimating the coefficients of an IIR filter that best matches an arbritrary frequency response. This is a port from sci-lab’s version here: [yulewalk.sci](https://github.com/scilab/scilab/blob/master/scilab/modules/signal_processing/macros/yulewalk.sci) and is distributed by the same license ([CeCILLv2.0](https://opensource.org/licenses/CECILL-2.1)).

## Install

### Using pip

` $ pip install yulewalker `

### By cloning this repository

` $ git clone https://github.com/mmxgn/yulewalker.git $ cd yulewalker $ python setup.py install `

## Testing

Using doctest: ` $ python -m yulewalker.yulewalker -v `

Using pytest: ` $ pytest `

## Example

See [Example.ipynb](Example.ipynb)

## Citation

If you are using this code in your research please cite the original paper here: ` Friedlander, Benjamin, and Boaz Porat. "The modified Yule-Walker method of ARMA spectral stimation." IEEE Transactions on Aerospace and Electronic Systems 2 (1984): 158-173. `

## License

See [LICENSE](LICENSE)