covmcov.m

这是一个用于语音信号处理的工具箱

function [iflag,a,sig2] = covmcov(x,n,ip,mode,epsilon)
      
l=1;
for k=1:ip
      	for j=1:k
      		cc(l)=0.;
      		for i=ip+1:n
			cc(l)=cc(l)+conj(x(i-j))*x(i-k);
		end
      		if mode ==1
      			for i=1:n-ip
				cc(l)=cc(l)+x(i+j)*conj(x(i+k));
			end
		end
		l=l+1;
	end
end
for j=1:ip
      	a(j)=0.;
      	for i=ip+1:n
		a(j)=a(j)-conj(x(i-j))*x(i);
	end
      	if mode == 1
      		for i=1:n-ip
			a(j)=a(j)-x(i+j)*conj(x(i));
		end
	end
end
[iflag a] = cholesky(cc,a,ip,epsilon);
if iflag == -1
	return;
end
sum=0.;
for kk=1:ip+1
      	c=0.;
      	k=kk-1;
      	for i=ip+1:n
		c=c+conj(x(i))*x(i-k);
	end
      	if mode == 1
      		for i=1:n-ip
			c=c+x(i)*conj(x(i+k));
		end
	end
	if k == 0
		sum=sum+c;
	else
      		sum=sum+c*a(k);
	end
end
if mode == 1
	sig2=real(sum)/(2.*(n-ip));
else
	sig2=real(sum)/(n-ip);
end