?? lsmatrix.m
字號:
function R=lsmatrix(x,M)
% function R=lsmatrix(x,M)
% Computes the MxM normal equations matrix
% for the residual windowing case (no windowing)
%
% Programmed by Dimitris Manolakis, 10/4/96
%
%-----------------------------------------------------------
% 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.
%-----------------------------------------------------------
R=zeros(M,M);
N=length(x);
for j=1:M
R(1,j)=x(M:N)'*x(M+1-j:N+1-j);
R(j,1)=R(1,j);
end
for i=2:M
for j=i:M
R(i,j)=R(i-1,j-1)+x(M+1-i)*x(M+1-j)-x(N+2-i)*x(N+2-j);
R(j,i)=R(i,j);
end
end
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