NAME

npef - find non stationary prediction error filter


SYNOPSIS

call find_pef(dd,aa,rr,niter,eps,nh)


INPUT PARAMETERS

dd - real(:)
      Input data
niter - integer
      Number of itterations
rr - type(nfilter)
      Filter (aa) regularizer
eps - real
      Epsilon to apply to filter estimation problem
      larger mean more regularized


OUTPUT PARAMETERS

aa - type(filter)
       output filter


DESCRIPTION

 Find a non-stationary prediction-error filter (helix magic)


SEE ALSO

the pef manpage,the nhconest manpage,the solver manpage,the cgstep manpage,the nhelix manpage


LIBRARY

geef90