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    %% Yule-Walker PSD Estimate of a Multichannel Signal
% Create a multichannel signal consisting of three sinusoids in additive
% $N(0,1)$ white Gaussian noise. The sinusoids' frequencies are 100 Hz, 200
% Hz, and 300 Hz. The sampling frequency is 1 kHz, and the signal has a
% duration of 1 s.

% Copyright 2015 The MathWorks, Inc.


%%

Fs = 1000;

t = 0:1/Fs:1-1/Fs;

f = [100;200;300];

x = cos(2*pi*f*t)'+randn(length(t),3);

%%
% Estimate the PSD of the signal using the Yule-Walker method with a
% 12th-order autoregressive model. Use the default DFT length. Plot the
% estimate.

morder = 12;

pyulear(x,morder,[],Fs)