I have time series vibration signal recorded for 10 seconds. I segmented the vibration signal into a number of frames. I need to use an Auto-regressive model for this signal. AR model is used to extract the data from the vibration signal. The goal of an AR model is to estimate the AR coefficient that can fit the original data as much as possible through an optimization process. I am going to classify the vibration signal using the AR coefficient as the features. In order to find the effective classification accuracy, frame analysis has been done. AR model coefficients are extracted from each frame.
My problem is, how can I develop the AR model? How do I determine the order of polynomial from the AR model? And also how do I find the coefficient?
Perhaps, can anyone provide me the Matlab code for this?