olsigest.m

来自「matlab谱分析工具箱」· M 代码 · 共 20 行

function [ci,Pi]=osigest(R,i)
% LSIGEST Linear Signal Estimator for 1 <= i <= M
% R is an MxM correlation matrix
%
% Programmed by: Dimitris Manolakis, 10/4/96
%
%-----------------------------------------------------------
% Copyright 2000, by Dimitris G. Manolakis, Vinay K. Ingle,
% and Stephen M. Kogon.  For use with the book
% "Statistical and Adaptive Signal Processing"
% McGraw-Hill Higher Education.
%-----------------------------------------------------------


Ri=R;
Ri(:,i)=[];Ri(i,:)=[];
di=R(:,i);
di(i)=[];
ci=-Ri\di;
Pi=R(i,i)+conj(ci')*di;