a2r.m

<统计智能信号处理>一书的matlab源程序

function r = a2r(a,PM)
% Direct form to Autocorrelation Conversion
% -----------------------------------------
% r = a2r(a,PM)
%  r = Autocorrelation values
%  a = Lattice filter coefficients (reflection coefficients)
% PM = Initial error variance
%
%-----------------------------------------------------------
% 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.
%-----------------------------------------------------------



[k,P0] = stepdown(a,PM);
r = k2r(k,P0);