view extra/tsa/inst/ar2poly.m @ 12580:b6eace8bc216 octave-forge

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author schloegl
date Thu, 02 Apr 2015 10:00:34 +0000
parents 18ff3d258eea
children
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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.

%       $Id$
%       Copyright (C) 1998-2002,2008 by Alois Schloegl <alois.schloegl@gmail.com>
%
%    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];