SASP MATLAB Functions

The following MATLAB functions are available from MATLAB directly, or:
Page numbers indicate where the functions are explicitly mentioned in the SASP text.

 
Function Description
Page
a2r Direct parameters to autocorrelation conversion (Book toolbox)
367
aplatest Estimation of all-pole lattice parameters (Book toolbox)
460
arls AR model estimation using the LA criterion without windowing (Book toolbox)
451
armals ARMA model estimation using the LA criterion without windowing (Book toolbox)
466
arwin AR model estimation using the LA criterion with windowing (Book toolbox)
451
autoc Computation of autocovariance sequence (Book toolbox)
210
autocfft Computation of autocovariance sequence using the FFT (Book toolbox)
210
bartlett Computation of Bartlett window coefficients (MATLAB)
230
boxcar Computation of rectangular window coefficients (MATLAB)
206
bt_psd Blackrnan- Tukey power spectral density computation (Book toolbox)
227
chebwin Computation of Chebyshev window coefficients (MATLAB)
206
chol Computation of Cholesky decomposition (Book toolbox)
278
cohere Coherence function estimation (MATLAB SP toolbox)
241
conv Convolution sum computation (MATLAB)
48
corr Computation of cross-correlation sequence (MATLAB)  
csd Cross-spectral density computation (MATLAB SP toolbox)
240
cumsum Cumulative-sum computation (MATLAB)  
df21atcf Direct-form to lattice-form conversion (Book toolbox)
67
df21drf Direct-form to lattice/ladder-form conversion (Book toolbox)  
dpss Discrete prolate spheroidal sequence window coefficient computation (MATLAB SP toolbox)
248
dtfgn Generation of discrete fractional Gaussian noise (Book toolbox)
721
durbin Implementation of Durbin algorithm (Book toolbox)
358
eig Computes eigenvalues and eigenvectors of a matrix (MATLAB)  
esprit_ls Least-squares ESPRIT for frequency estimation (Book toolbox)
493
esprit_tls Total least-squares ESPRIT for frequency estimation (Book toolbox)
493
ev_method Eigenvector method for frequency estimation (Book toolbox)
488
faest FAEST RLS algorithm (Book toolbox)
576
filter Direct-form-ll filter implementation (MATLAB)
50
filtic Computation of direct-form-ll filter initial conditions (MATLAB SP toolbox)
50
firlms FIR LMS adaptive filtering algorithm (Book toolbox)
526
hamming Computation of Hamming window coefficients (MA TLAB )
206
hanning Computation of Hann window coefficients (MATLAB)
206
invschur Implementation of inverse Schiir algorithm (Book toolbox)
375
invtoepl Computation of R -I when R is Toeplitz (Book toolbox)
378
k2r Lattice parameters to autocorrelation sequence conversion (Book toolbox)
367
kaiser Computation of Kaiser window coefficients (MATLAB)
208
ladrfilt Lattice/ladder filter implementation (Book toolbox)  
latcf2df Lattice to direct-form conversion (Book toolbox)
67
latcfilt Lattice filter implementation (Book toolbox)
68
ldlt Computes the LDU decomposition (Book toolbox)
277
ldltchol Computes LDLT using chol
278
ldrf2df Lattice/ladder to direct-form conversion (Book toolbox)  
lduneqs Solution of normal equations using LDU decomposition (Book toolbox)
277
levins Implementation of Levinson.s algorithm (Book toolbox)
359
lsigest Computation of LS signal estimators (Book toolbox)
288
lsmatvec Computation of R and d for FIR LS filtering (Book toolbox)
408
lu LU decomposition (MATLAB)  
mgs Implementation of modified GL algorithm (Book toolbox)
430
minnorm Minimum-norm method for frequency estimation (Book toolbox)
488
music MUSIC frequency estimation (Book toolbox)
485
phd Pisarenko harmonic decomposition (Book toolbox)
484
pmtm Power spectrum estimation via Thomson multitaper method (MATLAB SP toolbox)
248
psd Power spectrum estimation via Welch's method (MATLAB SP toolbox)
213,232
pzls Pole-zero coefficient estimation using the LS criterion (Book toolbox)
463
qr Computation of QR decomposition (MATLAB)
424
rand Generates pseudorandom numbers that are uniformly distributed over (0, 1) (MATLAB)
83
randn Generates N(0,1) pseudorandom numbers (MATLAB)
83
rls Implementation of conventional RLS algorithm (Book toolbox)  
rootmusic Root-MUSIC frequency estimation (Book toolbox)
485
schurlg Schur algorithm (Book toolbox)
370
stablepdf Computes pdf plots of stable distributions numerically (Book toolbox)
95
stepdown Lattice-form to direct-form conversion in Levinson algorithm (Book toolbox)
366
stepup Direct-form to lattice-form conversion in Levinson algorithm (Book toolbox)
366
svd Computation of SVD (MATLAB)
436
tfe Transfer function estimation (MATLAB SP toolbox)
243
toeplitz Toeplitz matrix from first row and column (MATLAB)
48
triang Computation of triangular window coefficients (MATLAB)  
udut Computation of UDUH decomposition (Book toolbox)