burg算法。

最近很纠结于burg算法，levinse算法还有shur算法，这些用来求线性预测系数的方法。

Burg算法 2009-01-06 22:24 参考张贤达现代信号处理第二版编写 改正了昨天程序中的小bug function a = burg(x,ORDER) % MADE BY H.X.GUAN,2008/12/18 % BURG ALGORITHEM,AR model %%%%% Initial %%%%%% N = length(x); f = x; % 前向 g = x; % 后向 % 假设x为行向量 P0 = x*x'/N; PM = P0; m = 2; if ORDER>N disp('阶数超过向量长度无法计算'); a = 0; return; end a = zeros(1,ORDER+1); am = a; a(1) = 1; am(1) = 1; %%%%%%%%%%%%%%%%%%%% while ( m <= ORDER+1 ) sum1 = 0; sum2 = 0; for n=m:N sum1 = sum1 + f(n)*g(n-1); sum2 = sum2 + f(n)*f(n) + g(n-1)*g(n-1); end Km = -1.0*sum1 / (sum2*0.5); for i=2:m am(i) = a(i) + Km*a(m-i+1); end % am(m) = Km; for i=2:m a(i) = am(i); end PM = (1-Km*Km)*PM; for n=2:N fm(n) = f(n) + Km*g(n-1); gm(n) = Km*f(n) + g(n-1); end f = fm; g = gm; m = m + 1; end