converts reflection coefficients into autoregressive parameters uses the Durbin-Levinson recursion for multiple channels function [AR,RC,PE,ACF] = rc2ar(RC); function [MX,PE] = rc2ar(RC); INPUT: RC reflection coefficients OUTPUT AR autoregressive model parameter RC reflection coefficients (= -PARCOR coefficients) PE remaining error variance (relative to PE(1)=1) MX transformation matrix between ARP and RC (Attention: needs O(p^2) memory) arp=MX(:,K*(K-1)/2+(1:K)); rc =MX(:,(1:K).*(2:K+1)/2); All input and output parameters are organized in rows, one row corresponds to the parameters of one channel see also ACOVF ACORF DURLEV AR2RC REFERENCES: P.J. Brockwell and R. A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991. S. Haykin "Adaptive Filter Theory" 3rd ed. Prentice Hall, 1996. M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981. W.S. Wei "Time Series Analysis" Addison Wesley, 1990.