ladrfilt.m

统计自适应信号处理的matlab程序

function [y] = ladrfilt(K,V,x)
% LATTICE/LADDER form realization of IIR filters
% ----------------------------------------------
% [y] = ladrfilt(K,V,x)
% y = output sequence
% K = LATTICE (reflection) coefficient array
% V = LADDER coefficient array
% x = input sequence
%
%-----------------------------------------------------------
% 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.
%-----------------------------------------------------------


Nx = length(x); y = zeros(1,Nx);
N = length(V); f = zeros(N,Nx); g = zeros(N,Nx+1);
f(N,:) = x;
for n = 2:1:Nx+1
    for m = N:-1:2
        f(m-1,n-1) = f(m,n-1) - K(m-1)*g(m-1,n-1);
        g(m,n) = K(m-1)*f(m-1,n-1) + g(m-1,n-1);
    end
    g(1,n) = f(1,n-1);
end
y = V*g(:,2:Nx+1);