df2ldrf.m

统计自适应信号处理的matlab程序

function [K,V] = df2ldrf(b,a)
% IIR Direct form to pole-zero Lattice/Ladder form Conversion
% -----------------------------------------------------------
% [K,V] = df2ldrf(b,a)
%  K = Lattice coefficients (reflection coefficients), [K1,...,KN]
%  V = Ladder Coefficients, [V0,...,VN]
%  b = Numerator polynomial coefficients (deg <= Num deg)
%  a = Denominator polynomial coefficients
%
%-----------------------------------------------------------
% 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.
%-----------------------------------------------------------


a1 = a(1); a = a/a1; b = b/a1;
M = length(b); N = length(a);
if M > N
     error('   *** length of b must be <= length of a ***')
end
b = [b, zeros(1,N-M)]; K = zeros(1,N-1);
A = zeros(N-1,N-1); V = b;
for m = N-1:-1:1
     A(m,1:m) = -a(2:m+1)*V(m+1);
     K(m) = a(m+1);
     J = fliplr(a);
     a = (a-K(m)*J)/(1-K(m)*K(m));
     a = a(1:m);
     V(m) = b(m) + sum(diag(A(m:N-1,1:N-m)));
end