poly2ac

R2026b

Convert prediction filter polynomial to autocorrelation sequence

collapse all in page

Syntax

r = poly2ac(a,eFinal)

Description

r = poly2ac(a,eFinal) returns a vector r approximately equal to the autocorrelation sequence from an autoregressive prediction filter polynomial a and a final prediction error eFinal.

example

Examples

collapse all

Open Live Script

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

Input Arguments

collapse all

Prediction filter coefficients, specified as a vector.

Note

The value of a has the following restrictions:

  • a(1) cannot be 0.

  • If a(1) is not equal to 1, the poly2ac function normalizes the prediction filter polynomial by a(1).

Data Types: single | double
Complex Number Support: Yes

Final prediction error power, specified as a scalar.

Data Types: single | double
Complex Number Support: Yes

Output Arguments

collapse all

Autocorrelation sequence, returned as a column vector with the same number of elements as in a.

References

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

Extended Capabilities

expand all

Version History

Introduced before R2006a

expand all

See Also

| |