function [A] = lpc(Y,P,mode);% LPC Linear prediction coefficients % The Burg-method is used to estimate the prediction coefficients%% A = lpc(Y [,P]) finds the coefficients  A=[ 1 A(2) ... A(N+1) ],%     	of an Pth order forward linear predictor%     % 	 Xp(n) = -A(2)*X(n-1) - A(3)*X(n-2) - ... - A(N+1)*X(n-P)%	    % 	such that the sum of the squares of the errors%		%       err(n) = X(n) - Xp(n)%	       %	is minimized.  X can be a vector or a matrix.  If X is a matrix%       containing a separate signal in each column, LPC returns a model%	estimate for each column in the rows of A. N specifies the order%	of the polynomial A(z).%				       %	If you do not specify a value for P, LPC uses a default P = length(X)-1.%%% see also ACOVF ACORF AR2POLY RC2AR DURLEV SUMSKIPNAN LATTICE % % REFERENCE(S):%  J.P. Burg, "Maximum Entropy Spectral Analysis" Proc. 37th Meeting of the Society of Exp. Geophysiscists, Oklahoma City, OK 1967%  J.P. Burg, "Maximum Entropy Spectral Analysis" PhD-thesis, Dept. of Geophysics, Stanford University, Stanford, CA. 1975.%  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.%	$Id: lpc.m 5090 2008-06-05 08:12:04Z schloegl $%	Copyright (C) 1996-2002,2008 by Alois Schloegl <a.schloegl@ieee.org>%       This is part of the TSA-toolbox. See also %       http://hci.tugraz.at/schloegl/matlab/tsa/%%    This program is free software: you can redistribute it and/or modify%    it under the terms of the GNU General Public License as published by%    the Free Software Foundation, either version 3 of the License, or%    (at your option) any later version.%%    This program 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 General Public License for more details.%%    You should have received a copy of the GNU General Public License%    along with this program.  If not, see <http://www.gnu.org/licenses/>.[yr,yc] = size(Y);if yr < yc,	fprintf(2,'Warning LCP: data vector Y must be a column not a row vector\n');end;if nargin < 2,        P = yr-1;end;% you can use any of the following routines. % the lattice methods are preferable for stochastic time series. % but can fail for deterministic signals see: % http://sourceforge.net/mailarchive/message.php?msg_name=20080516115110.GB20642%40localhost% [AR,RC,PE] = lattice(Y.',P);		% Burg method% [AR,RC,PE] = lattice(Y.',P,'GEOL');	% geometric lattice[AR,RC,PE] = durlev(acovf(Y.',P));  	% Yule-WalkerA = ar2poly(AR);