matlab谱分析工具箱

				function [a,PM] = stepup(k,P0)
				% Lattice form to Direct form Conversion
				% --------------------------------------
				% [a,PM] = stepup(k,P0)
				%  a = direct form coefficients (impulse response)
				% PM = Final error variance
				%  k = Lattice filter coefficients (reflection coefficients)
				% P0 = Initial error variance
				%
				%-----------------------------------------------------------				% Copyright 2000, by Dimitris G. Manolakis, Vinay K. Ingle,
				% and Stephen M. Kogon.  For use with the book				% "Statistical and Adaptive Signal Processing"				% McGraw-Hill Higher Education.				%-----------------------------------------------------------				
				
				% Initialization
				P = P0;
				a = [];
				% Recursion;
				M = length(k);
				for m = 1:M
				   a = [a;0] + [flipud(conj(a));1]*k(m);
				   P = P*(1-k(m)*conj(k(m)));
				end
				PM = P;