poly2ac

Convert prediction filter polynomial to autocorrelation sequence

Syntax

```r = poly2ac(a,efinal) ```

Description

`r = poly2ac(a,efinal)` returns the autocorrelation vector, `r`, corresponding to the autoregressive prediction filter polynomial, `a`, and the final prediction error, `efinal`. `r` is approximately equal to the autocorrelation of the output of a prediction filter with coefficients `a`. If `a(1)` is not equal to 1, `poly2ac` normalizes the prediction filter polynomial by `a(1)`. `a(1)` cannot be 0.

Examples

collapse all

Given a prediction filter polynomial, `a`, and a final prediction error, `efinal`, find the autocorrelation sequence.

```a = [1.0000 0.6147 0.9898 0.0004 0.0034 -0.0077]; efinal = 0.2; r = poly2ac(a,efinal)```
```r = 6×1 5.5917 -1.7277 -4.4231 4.3985 1.6426 -5.3126 ```

Tips

You can apply this function to both real and complex polynomials.

References

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

Version History

Introduced before R2006a