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rc2ac

Convert reflection coefficients to autocorrelation sequence

Syntax

r = rc2ac(k,r0)

Description

r = rc2ac(k,r0) finds the autocorrelation coefficients, r, of the output of the discrete-time prediction error filter from the lattice-form reflection coefficients k and initial zero-lag autocorrelation r0.

Examples

collapse all

Determine the autocorrelation sequence that corresponds to a given vector, k, of reflection coefficients and an initial zero-lag autocorrelation given by r0.

k = [0.3090 0.9800 0.0031 0.0082 -0.0082];
r0 = 0.1;
a = rc2ac(k,r0)
a =

    0.1000
   -0.0309
   -0.0791
    0.0787
    0.0294
   -0.0950

References

[1] Kay, Steven M. Modern Spectral Estimation. Englewood Cliffs, NJ: Prentice-Hall, 1988.

See Also

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Introduced before R2006a

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