schurlg.m

统计自适应信号处理的matlab程序

function k=schurlg(r)
% function k=schurlg(r)
%
% Programmed by Dimitris Manolakis, January 2000
%
%-----------------------------------------------------------
% 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.
%-----------------------------------------------------------

M=length(r)-1;

k(1)=-r(2)/r(1);
a(1)=r(2);
b(1)=r(1);
for i=2:M
     e=r(i+1);
     f=r(i);
     for m=1:i-1
          c=e+k(m)*f;
          d=b(m)+k(m)*a(m);
          a(m)=e;
          b(m)=f;
          e=c;
          f=d;
     end
     k(i)=-e/f;
     a(i)=e;
     b(i)=f;
end