%% Covariance and Modified Covariance Methods
% The covariance method for AR spectral estimation is based on minimizing the forward prediction error. The modified covariance method is based on minimizing the forward and backward prediction errors. The toolbox functions pcov and pmcov implement the respective methods.
% Compare the spectrum of a speech signal generated by both the covariance method and the modified covariance method. First compute and plot the covariance method estimate.

load mtlb
pcov(mtlb(1:64),14,1024,Fs)

%
% The modified covariance method estimate is nearly identical, even for a short signal length.

pmcov(mtlb(1:64),14,1024,Fs)

% Copyright 2018 The MathWorks, Inc.