Signal Processing Toolbox  Help Desk 
[b,a] = yulewalk(n,f,m)
yulewalk
designs recursive IIR digital filters using a leastsquares fit to a specified frequency response.
[b,a] = yulewalk(n,f,m)
returns row vectors b
and a
containing the n+1
coefficients of the order n
IIR filter whose frequencymagnitude characteristics approximately match those given in vectors f
and m
:
f
is a vector of frequency points, specified in the range between 0 and 1, where 1 corresponds to half the sample frequency (the Nyquist frequency).The first point of f
must be 0 and the last point 1, with all intermediate points in increasing order. Duplicate frequency points are allowed, corresponding to steps in the frequency response.
m
is a vector containing the desired magnitude response at the points specified in f
.
f
and m
must be the same length.
plot(f,m)
displays the filter shape.
f = [0 0.6 0.6 1]; m = [1 1 0 0]; [b,a] = yulewalk(8,f,m);
yulewalk
performs a leastsquares fit in the time domain. It computes the denominator coefficients using modified YuleWalker equations, with correlation coefficients computed by inverse Fourier transformation of the specified frequency response. To compute the numerator, yulewalk
takes the following steps:
Windowbased finite impulse response filter design arbitrary response. 
