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  • Committer: Bazaar Package Importer
  • Author(s): Torsten Werner
  • Date: 2002-03-21 16:57:43 UTC
  • Revision ID: james.westby@ubuntu.com-20020321165743-e9mv12c1tb1plztg
Tags: upstream-2.6
Import upstream version 2.6

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macros/signal/hank.sci
 
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function [hk]=hank(m,n,cov)
 
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//<hk>=hank(m,n,cov)
 
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//this macro builds the hankel matrix of size (m*d,n*d)
 
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//from the covariance sequence of a vector process
 
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//   m  : number of bloc-rows
 
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//   n  : number of bloc-columns
 
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//   cov: sequence of covariances; it must be given as :[R0 R1 R2...Rk]
 
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//   hk : computed hankel matrix
 
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//!
 
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//author: G. Le Vey  Date: 16 Febr. 1989
 
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// Copyright INRIA
 
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   hk=[];
 
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   d=mini(size(cov));
 
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   for k=0:m-1,hk=[hk;cov(:,(k*d+1):(k+n)*d)];end;
 
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