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Convert autocorrelation sequence to prediction polynomial


a = ac2poly(r)
[a,efinal] = ac2poly(r)


a = ac2poly(r) finds the linear prediction FIR filter polynomial, a, corresponding to the autocorrelation sequence r. a is the same length as r, and a(1) = 1. The polynomial represents the coefficients of a prediction filter that outputs a signal with autocorrelation sequence approximately equal to r.

[a,efinal] = ac2poly(r) returns the final prediction error, efinal, determined by running the filter for length(r) steps.


collapse all

Given an autocorrelation sequence, r, determine the equivalent linear prediction filter polynomial and the final prediction error.

r = [5.0000 -1.5450 -3.9547 3.9331 1.4681 -4.7500];

[a,efinal] = ac2poly(r)
a = 1×6

    1.0000    0.6147    0.9898    0.0004    0.0034   -0.0077

efinal = 0.1791


You can apply this function to real or complex data.


[1] Kay, Steven M. Modern Spectral Estimation. Englewood Cliffs, NJ: Prentice-Hall, 1988.

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Introduced before R2006a