function  [a, mmse, psd] = arspe ( data, P, M )
%	Autoregressive PSD estimate covariance form
%	data	: data vector
%	P	: no of prediction coefficients
%	M	: fft size
%	a	: prediction coefficients
%	mmse	: mmse of prediction errors
%	psd	: PSD estimate

%	Nov 1997 B. Mulgrew

%	no. of data points
N = max(size(data));

%	time reverse to "new data first"
dat2 = fliplr(data);

Rxx = zeros(P+1);
for ii = 1:N-P
	xv = dat2(ii:ii+P);
	Rxx = Rxx + xv'*xv;
end
a = inv( Rxx(2:P+1,2:P+1) ) * Rxx( 2:P+1,1 );
mmse = Rxx(1,1) - a'*Rxx( 2:P+1,1 );
mmse = mmse/(N-P);
psd = fft([ 1 -a' ], M );
psd = real(psd .* conj( psd ));
psd = 10*log10( mmse ) - 10*log10( psd );