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Feature Proposals autocorrelation, transfer function and autoregressive model

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@Tobias wrote:

Hi,
over the last years I have written code for some features I could not find in the MathNet Library at the time. I think migrating them to MathNet would be a nice way of sharing.

The features I have written and tested are:

  • an autocorrelation function similar to pythons numpy function numpy.correlate
  • a class for working with LTI transfer functions similar to MATLABs tf and Scipys TransferFunction class (this feature depends on my own implementation of polynominal operations though, maybe I would need to migrate that to use MathNet polynominals).
  • a class for estimating and working with a LTI autoregressive model (AR-Model).

which features (if any) would be helpful to implement?

Tobi

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