recursive filter
coefficients B and A such that the filter:
B(z)
b(1) + b(2)z^-1 + .... + b(n)z^-(n-1)
---- = -------------------------------------
A(z)
1
+ a(1)z^-1 + .... + a(n)z^-(n-1)
matches the magnitude frequency response given by vectors F and M.
The YULEWALK function performs a least squares fit in the time domain. The
denominator coefficients {a(1),&hellip;,a(NA)} are computed by the so called
"modified Yule Walker" equations, using NR correlation coefficients
computed by inverse Fourier transform