1 function [AR,RC] = arcext(MX,P);
2 % ARCEXT extracts AR and RC of order P from Matrix MX
3 % function [AR,RC] = arcext(MX,P);
6 % MX AR and RC matrix calculated by durlev
7 % P model order (default maximum possible)
10 % AR autoregressive model parameter
11 % RC reflection coefficients (= -PARCOR coefficients)
13 % All input and output parameters are organized in rows, one row
14 % corresponds to the parameters of one channel
16 % see also ACOVF ACORF DURLEV
19 % P.J. Brockwell and R. A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
20 % S. Haykin "Adaptive Filter Theory" 3rd ed. Prentice Hall, 1996.
21 % M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981.
22 % W.S. Wei "Time Series Analysis" Addison Wesley, 1990.
24 % $Id: arcext.m 9609 2012-02-10 10:18:00Z schloegl $
25 % Copyright (C) 1998-2003,2008,2012 by Alois Schloegl <alois.schloegl@ist.ac.at>
26 % This is part of the TSA-toolbox. See also
27 % http://pub.ist.ac.at/~schloegl/matlab/tsa/
28 % http://octave.sourceforge.net/
29 % http://biosig.sourceforge.net/
31 % This program is free software: you can redistribute it and/or modify
32 % it under the terms of the GNU General Public License as published by
33 % the Free Software Foundation, either version 3 of the License, or
34 % (at your option) any later version.
36 % This program is distributed in the hope that it will be useful,
37 % but WITHOUT ANY WARRANTY; without even the implied warranty of
38 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
39 % GNU General Public License for more details.
41 % You should have received a copy of the GNU General Public License
42 % along with this program. If not, see <http://www.gnu.org/licenses/>.
47 if ~mod(sqrt(8*lc+1)-1,2) % full number of elements
48 K = (sqrt(8*lc+1)-1)/2;
49 elseif ~mod(lc,2), % compressed form of MX
51 else % invalid number of elements
52 fprintf(2,'Warning ARCEXT: Number of elements is different than a triangular matrix\n');
55 if (K~=P) && (lc~=K*(K+1)/2),
56 [AR,RC,PE]=rc2ar(MX(:,(1:P).*(2:P+1)/2));
58 AR = MX(:,P*(P-1)/2+(1:P));
59 RC = MX(:,(1:P).*(2:P+1)/2);