Liren Large Software Subsidy 10/10.iso/l/l455/8.ddi/SIGNAL.DI$/DENF.M

Text File | 1993-03-11 | 313 b | 10 lines

function A = denf(R,na)
%DENF    Compute denominator from covariances.
%    Compute order NA denominator A from covariances R(0)...R(nr) using
%    the Modified Yule-Walker method.  This function used by YULEWALK.
nr = max(size(R));
Rm = toeplitz(R(na+1:nr-1),R(na+1:-1:2));
Rhs = - R(na+2:nr);
A = [1 Rhs/Rm'];