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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/REC-html40/loose.dtd"><html><head> <title>Description of rc2ar</title> <meta name="keywords" content="rc2ar"> <meta name="description" content="converts reflection coefficients into autoregressive parameters"> <meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1"> <meta name="generator" content="m2html © 2003 Guillaume Flandin"> <meta name="robots" content="index, follow"> <link type="text/css" rel="stylesheet" href="../m2html.css"></head><body><a name="_top"></a><div><a href="../index.html">Home</a> > <a href="index.html">tsa</a> > rc2ar.m</div><!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td><td align="right"><a href="index.html">Index for tsa <img alt=">" border="0" src="../right.png"></a></td></tr></table>--><h1>rc2ar</h1><h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>converts reflection coefficients into autoregressive parameters</strong></div><h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="box"><strong>function [MX,res,arg3,acf] = rc2ar(rc); </strong></div><h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2><div class="fragment"><pre class="comment"> converts reflection coefficients into autoregressive parameters uses the Durbin-Levinson recursion for multiple channels function [AR,RC,PE,ACF] = rc2ar(RC); function [MX,PE] = rc2ar(RC); INPUT: RC reflection coefficients OUTPUT AR autoregressive model parameter RC reflection coefficients (= -PARCOR coefficients) PE remaining error variance (relative to PE(1)=1) MX transformation matrix between ARP and RC (Attention: needs O(p^2) memory) arp=MX(:,K*(K-1)/2+(1:K)); rc =MX(:,(1:K).*(2:K+1)/2); All input and output parameters are organized in rows, one row corresponds to the parameters of one channel see also <a href="acovf.html" class="code" title="function [ACF,NN] = acovf(Z,KMAX,Mode,Mode2);">ACOVF</a> <a href="acorf.html" class="code" title="function [AUTOCOV,stderr,lpq,qpval] = acorf(Z,N);">ACORF</a> <a href="durlev.html" class="code" title="function [MX,res,arg3] = durlev(AutoCov);">DURLEV</a> <a href="ar2rc.html" class="code" title="function [MX,res,arg3] = ar2rc(ar);">AR2RC</a> REFERENCES: P.J. Brockwell and R. A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991. S. Haykin "Adaptive Filter Theory" 3rd ed. Prentice Hall, 1996. M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981. W.S. Wei "Time Series Analysis" Addison Wesley, 1990.</pre></div><!-- crossreference --><h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>This function calls:<ul style="list-style-image:url(../matlabicon.gif)"></ul>This function is called by:<ul style="list-style-image:url(../matlabicon.gif)"><li><a href="arcext.html" class="code" title="function [AR,RC] = arcext(MX,P);">arcext</a> ARCEXT extracts AR and RC of order P from Matrix MX</li><li><a href="rc2ac.html" class="code" title="function ACF=rc2ac(RC,R0)">rc2ac</a> converts reflection coefficients to autocorrelation sequence</li><li><a href="rc2poly.html" class="code" title="function [a,efinal] = rc2poly(RC,E);">rc2poly</a> converts reflection coefficients into an AR-polynomial</li></ul><!-- crossreference --><hr><address>Generated on Tue 17-Aug-2004 00:13:21 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address></body></html>⌨️ 快捷键说明
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