1 function ACF=poly2ac(a,efinal)
2 % converts an AR polynomial into an autocorrelation sequence
3 % [R] = poly2ac(a [,efinal] );
5 % see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC
8 % $Id: poly2ac.m 5090 2008-06-05 08:12:04Z schloegl $
9 % Copyright (C) 1998-2002,2008 by Alois Schloegl <a.schloegl@ieee.org>
11 % This program is free software: you can redistribute it and/or modify
12 % it under the terms of the GNU General Public License as published by
13 % the Free Software Foundation, either version 3 of the License, or
14 % (at your option) any later version.
16 % This program is distributed in the hope that it will be useful,
17 % but WITHOUT ANY WARRANTY; without even the implied warranty of
18 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
19 % GNU General Public License for more details.
21 % You should have received a copy of the GNU General Public License
22 % along with this program. If not, see <http://www.gnu.org/licenses/>.
25 fprintf(2,'ERROR: POLY2AC does not work yet. Sorry\n');
29 if ~exist('rc2ar','file')
30 fprintf(2,'Error %s: RC2AR.M not found. \n Download TSA toolbox from http://www.dpmi.tu-graz.ac.at/~schloegl/matlab/tsa/\n',mfilename);
34 [AR,RC,PE] = ar2rc(poly2ar(a));
35 %[AR,RC,PE,ACF] = rc2ar(RC);
37 if nargin<2, efinal=PE(:,size(PE,2)); end;
42 ACF(:,k)=sum(AR(:,1:k-1).*ACF(:,k-(1:k-1)),2);
44 R0=(sum(AR(:,1:k-1).*ACF(:,2:size(ACF,2)),2)+1).*efinal; %PE(:,size(PE,2));
46 ACF = ACF.*R0(:,ones(1,size(ACF,2)));
48 %ACF=ACF*efinal*PE(1)/PE(length(PE));