1 function [A] = ar2poly(A);
2 % converts autoregressive parameters into AR polymials
3 % Multiple polynomials can be converted.
4 % function [A] = ar2poly(AR);
7 % AR AR parameters, each row represents one set of AR parameters
10 % A denominator polynom
13 % see also ACOVF ACORF DURLEV RC2AR FILTER FREQZ ZPLANE
16 % P.J. Brockwell and R. A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
17 % S. Haykin "Adaptive Filter Theory" 3rd ed. Prentice Hall, 1996.
18 % M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981.
19 % W.S. Wei "Time Series Analysis" Addison Wesley, 1990.
21 % $Id: ar2poly.m 5090 2008-06-05 08:12:04Z schloegl $
22 % Copyright (C) 1998-2002,2008 by Alois Schloegl <a.schloegl@ieee.org>
24 % This program is free software: you can redistribute it and/or modify
25 % it under the terms of the GNU General Public License as published by
26 % the Free Software Foundation, either version 3 of the License, or
27 % (at your option) any later version.
29 % This program is distributed in the hope that it will be useful,
30 % but WITHOUT ANY WARRANTY; without even the implied warranty of
31 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
32 % GNU General Public License for more details.
34 % You should have received a copy of the GNU General Public License
35 % along with this program. If not, see <http://www.gnu.org/licenses/>.
40 A = [ones(size(A,1),1),-A];