Yule Walker

Views Updated: Dec 15, 2025

Abbreviation

Pronunciation

/jul ˈwɔkər/

In the paper, Yule Walker(YW) equation based on cross fourth order cumulant has been developed firstly. Moment and minimum norm TLS method are provided in this paper.
The 4 order auto regressive model is set up and the auto regressive coefficient is obtained by the Yule Walker(YW) method, the time history of wind speed is got.
To cope with linear event aliasing, high frequency power spectrum was estimated from the low frequency power spectrum of the band-limited data via Yule-Walker equation.
AR model identification and the high order Yule Walker(YW) estimation of autoregressive parameters
The Yule-Walker equation based on cross-correlation is proposed theoretically, and the Levinson algorithm is developed.

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