convm.m

MATLAB programs for Durbin s MA

function X = convm(x,p)
%CONVM	Generates a convolution matrix
%-----
%Syntax is	X = convm(x,p) 
%
%	Given a vector x of lenght N, an N+p-1 by p convolution 
%	matrix of the following form is generated
%
%              |  x(0)  0      0     ...      0    |
%              |  x(1) x(0)    0     ...      0    |
%              |  x(2) x(1)   x(0)   ...      0    |
%         X =  |   .    .      .              .    |
%              |   .    .      .              .    |
%              |   .    .      .              .    |
%              |  x(N) x(N-1) x(N-2) ...  x(N-p+1) |
%              |   0   x(N)   x(N-1) ...  x(N-p+2) |
%              |   .    .      .              .    |
%              |   .    .      .              .    |
%              |   0    0      0     ...    x(N)   |

N    = length(x)+2*p-2;
x    = x(:);
xpad = [zeros(p-1,1);x;zeros(p-1,1)];
for  i=1:p
     X(:,i)=xpad(p-i+1:N-i+1);
end;