?? k2r.m
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function r = k2r(k,P0)
% Lattice form to Autocorrelation Conversion
% ------------------------------------------
% r = k2r(k,P0)
% r = Autocorrelation values
% k = Lattice filter coefficients (reflection coefficients)
% P0 = Initial error variance
%
%-----------------------------------------------------------
% 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.
%-----------------------------------------------------------
% Initialization
M = length(k);
r = zeros(M,1);
r(1) = -conj(k(1))*P0;
% Recursion
for m = 1:M-1
[a,P] = stepup(k(1:m),P0);
r(m+1) = -conj(k(m+1))*P - a'*flipud(r(1:m));
end
r = [P0;r];
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