www.gusucode.com > 时间序列分析工具箱 - tsa源码程序 > tsa/poly2rc.m
function [RC,r0] = poly2rc(a,efinal); % converts AR-polynomial into reflection coefficients % [RC,R0] = poly2rc(A [,Efinal]) % % INPUT: % A AR polynomial, each row represents one polynomial % Efinal is the final prediction error variance (default value 1) % % OUTPUT % RC reflection coefficients % R0 is the variance (autocovariance at lag=0) based on the % prediction error % % % see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC % % Version 2.91 % Copyright (C) 1996-2001 by Alois Schloegl <a.schloegl@ieee.org> % This library is free software; you can redistribute it and/or % modify it under the terms of the GNU Library General Public % License as published by the Free Software Foundation; either % Version 2 of the License, or (at your option) any later version. % % This library 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 % Library General Public License for more details. % % You should have received a copy of the GNU Library General Public % License along with this library; if not, write to the % Free Software Foundation, Inc., 59 Temple Place - Suite 330, % Boston, MA 02111-1307, USA. if all(size(a))>1, fprintf(2,'Error poly2rc: "a" must be a vector\n'); return; end; a=a(:).'; mfilename='POLY2RC'; if ~exist('ar2rc','file') fprintf(2,'Error %s: AR2RC.M not found. \n Download TSA toolbox from http://www.dpmi.tu-graz.ac.at/~schloegl/matlab/tsa/\n',mfilename); return; end; if nargin<2, efinal=1; end; [AR,RC,PE] = ar2rc(poly2ar(a)); if nargout>1, r0=efinal.*PE(:,1)./PE(:,size(PE,2)); end;