Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / tsa-4.2.4 / ar2poly.m

diff --git a/octave_packages/tsa-4.2.4/ar2poly.m b/octave_packages/tsa-4.2.4/ar2poly.m
new file mode 100644 (file)
index 0000000..08416e8
--- /dev/null
+++ b/octave_packages/tsa-4.2.4/ar2poly.m
@@ -0,0 +1,40 @@
+function [A] = ar2poly(A);
+% converts autoregressive parameters into AR polymials 
+% Multiple polynomials can be converted. 
+% function  [A] = ar2poly(AR);
+%
+%  INPUT:
+% AR     AR parameters, each row represents one set of AR parameters
+%
+%  OUTPUT
+% A     denominator polynom
+%
+%
+% see also ACOVF ACORF DURLEV RC2AR FILTER FREQZ ZPLANE
+% 
+% 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.
+
+%       $Id: ar2poly.m 5090 2008-06-05 08:12:04Z schloegl $
+%       Copyright (C) 1998-2002,2008 by Alois Schloegl <a.schloegl@ieee.org>
+%
+%    This program is free software: you can redistribute it and/or modify
+%    it under the terms of the GNU General Public License as published by
+%    the Free Software Foundation, either version 3 of the License, or
+%    (at your option) any later version.
+%
+%    This program is distributed in the hope that it will be useful,
+%    but WITHOUT ANY WARRANTY; without even the implied warranty of
+%    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+%    GNU General Public License for more details.
+%
+%    You should have received a copy of the GNU General Public License
+%    along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+% Inititialization
+[lr,lc]=size(A);
+
+A = [ones(size(A,1),1),-A];