Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / tsa-4.2.4 / poly2ac.m

diff --git a/octave_packages/tsa-4.2.4/poly2ac.m b/octave_packages/tsa-4.2.4/poly2ac.m
new file mode 100644 (file)
index 0000000..dda6ce2
--- /dev/null
+++ b/octave_packages/tsa-4.2.4/poly2ac.m
@@ -0,0 +1,48 @@
+function ACF=poly2ac(a,efinal)
+% converts an AR polynomial into an autocorrelation sequence
+% [R] = poly2ac(a [,efinal] );
+%
+% see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC
+% 
+
+%       $Id: poly2ac.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/>.
+
+
+fprintf(2,'ERROR: POLY2AC does not work yet. Sorry\n');
+return;
+
+mfilename='POLY2AC';
+if ~exist('rc2ar','file')
+        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);
+        return;
+end;
+
+[AR,RC,PE] = ar2rc(poly2ar(a));
+%[AR,RC,PE,ACF] = rc2ar(RC);
+
+if nargin<2, efinal=PE(:,size(PE,2)); end;
+
+ACF=zeros(size(a));
+ACF(:,1) = 1;
+for k=2:size(a,2),
+        ACF(:,k)=sum(AR(:,1:k-1).*ACF(:,k-(1:k-1)),2);
+end;
+R0=(sum(AR(:,1:k-1).*ACF(:,2:size(ACF,2)),2)+1).*efinal; %PE(:,size(PE,2));
+
+ACF = ACF.*R0(:,ones(1,size(ACF,2)));
+
+%ACF=ACF*efinal*PE(1)/PE(length(PE));