?? rc2ar.m
字號:
function [MX,res,arg3,acf] = rc2ar(rc);
% converts reflection coefficients into autoregressive parameters
% uses the Durbin-Levinson recursion for multiple channels
% function [AR,RC,PE,ACF] = rc2ar(RC);
% function [MX,PE] = rc2ar(RC);
%
% INPUT:
% RC reflection coefficients
%
% OUTPUT
% AR autoregressive model parameter
% RC reflection coefficients (= -PARCOR coefficients)
% PE remaining error variance (relative to PE(1)=1)
% MX transformation matrix between ARP and RC (Attention: needs O(p^2) memory)
% arp=MX(:,K*(K-1)/2+(1:K));
% rc =MX(:,(1:K).*(2:K+1)/2);
%
% All input and output parameters are organized in rows, one row
% corresponds to the parameters of one channel
%
% see also ACOVF ACORF DURLEV AR2RC
%
% REFERENCES:
% P.J. Brockwell and R. A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
% S. Haykin "Adaptive Filter Theory" 3rd ed. Prentice Hall, 1996.
% M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981.
% W.S. Wei "Time Series Analysis" Addison Wesley, 1990.
% Version 2.90 last revision 10.04.2002
% Copyright (c) 1996-2002 by Alois Schloegl
% e-mail: a.schloegl@ieee.org
% This library is free software; you can redistribute it and/or
% modify it under the terms of the GNU Library General Public
% License as published by the Free Software Foundation; either
% Version 2 of the License, or (at your option) any later version.
%
% This library is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
% Library General Public License for more details.
%
% You should have received a copy of the GNU Library General Public
% License along with this library; if not, write to the
% Free Software Foundation, Inc., 59 Temple Place - Suite 330,
% Boston, MA 02111-1307, USA.
% Inititialization
[lr,lc]=size(rc);
res=[ones(lr,1) zeros(lr,lc)];
if nargout<3 % needs O(p^2) memory
MX=zeros(lr,lc*(lc+1)/2);
idx=0;
% Durbin-Levinson Algorithm
for K=1:lc,
MX(:,idx+K)=rc(:,K);%(AutoCov(:,K+1)-d)./res(:,K);
%rc(:,K)=arp(:,K);
if K>1 %for compatibility with OCTAVE 2.0.13
MX(:,idx+(1:K-1))=MX(:,(K-2)*(K-1)/2+(1:K-1))-MX(:,(idx+K)*ones(K-1,1)).*MX(:,(K-2)*(K-1)/2+(K-1:-1:1));
end;
res(:,K+1) = res(:,K).*(1-abs(MX(:,idx+K)).^2);
idx=idx+K;
end;
%arp=MX(:,K*(K-1)/2+(1:K));
%rc =MX(:,(1:K).*(2:K+1)/2);
ACF=cumprod(ones(lr,lr)-rc.^2,2);
else % needs O(p) memory
ar=zeros(lr,lc);
acf=[ones(lr,1),zeros(lr,lc)];
%rc=RC; %zeros(lr,lc-1);
% Durbin-Levinson Algorithm
for K=1:lc,
acf(:,K) = -sum(acf(:,K:-1:1).*ar(:,1:K),2);
ar(:,K) = rc(:,K);
if K>1, %for compatibility with OCTAVE 2.0.13
ar(:,1:K-1) = ar(:,1:K-1) - ar(:,K*ones(K-1,1)) .* ar(:,K-1:-1:1);
end;
res(:,K+1) = res(:,K) .* (1-abs(ar(:,K)).^2);
end;
ACF=cumprod(ones(lr,lc)-rc.^2,2);
% assign output arguments
arg3=res;
res=rc;
MX=ar;
end; %if
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