latcfilt.m

<统计智能信号处理>一书的matlab源程序

function [y] = latcfilt(K,x)
% LATTICE form realization of FIR filters
% ---------------------------------------
% y = latcfilt(K,x)
%   y = output sequence
%   K = LATTICE filter (reflection) 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)-1;
x = K(1)*x;
M = length(K)-1; K = K(2:M+1);
fg = [x; [0 x(1:Nx)]];
for m = 1:M
    fg = [1,K(m);K(m),1]*fg;
    fg(2,:) = [0 fg(2,1:Nx)];
end
y = fg(1,:);