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poly2rc

PURPOSE

converts AR-polynomial into reflection coefficients

SYNOPSIS

function [RC,r0] = poly2rc(a,efinal);

DESCRIPTION

 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

CROSS-REFERENCE INFORMATION

This function calls:

ar2rc converts autoregressive parameters into reflection coefficients
poly2ar Converts AR polymials into autoregressive parameters.

This function is called by: