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arcext

PURPOSE ^

ARCEXT extracts AR and RC of order P from Matrix MX

SYNOPSIS ^

function [AR,RC] = arcext(MX,P);

DESCRIPTION ^

 ARCEXT extracts AR and RC of order P from Matrix MX
 function  [AR,RC] = arcext(MX,P);

  INPUT:
 MX     AR and RC matrix calculated by durlev 
 P     model order (default maximum possible)

  OUTPUT
 AR    autoregressive model parameter    
 RC    reflection coefficients (= -PARCOR coefficients)

 All input and output parameters are organized in rows, one row 
 corresponds to the parameters of one channel

 see also ACOVF ACORF DURLEV

 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.

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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