ac2poly

Convert autocorrelation sequence to prediction polynomial

Syntax

a = ac2poly(r)
[a,efinal] = ac2poly(r)

Description

a = ac2poly(r) finds the linear prediction FIR filter polynomial, a, corresponding to the autocorrelation sequence r. a is the same length as r, and a(1) = 1. The polynomial represents the coefficients of a prediction filter that outputs a signal with autocorrelation sequence approximately equal to r.

[a,efinal] = ac2poly(r) returns the final prediction error, efinal, determined by running the filter for length(r) steps.

Examples

collapse all

Given an autocorrelation sequence, r, determine the equivalent linear prediction filter polynomial and the final prediction error.

r = [5.0000 -1.5450 -3.9547 3.9331 1.4681 -4.7500];

[a,efinal] = ac2poly(r)
a = 1×6

1.0000    0.6147    0.9898    0.0004    0.0034   -0.0077

efinal = 0.1791

Tips

You can apply this function to real or complex data.

References

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