k2r.m

<统计智能信号处理>一书的matlab源程序

function r = k2r(k,P0)
% Lattice form to Autocorrelation Conversion
% ------------------------------------------
% r = k2r(k,P0)
%  r = Autocorrelation values
%  k = Lattice filter coefficients (reflection coefficients)
% P0 = 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.
%-----------------------------------------------------------



% Initialization
M = length(k);
r = zeros(M,1);
r(1) = -conj(k(1))*P0;

% Recursion
for m = 1:M-1
   [a,P] = stepup(k(1:m),P0);
   r(m+1) = -conj(k(m+1))*P - a'*flipud(r(1:m));
end
r = [P0;r];