function [a,e]=lpc(x,N)

%LPC Linear Predictor Coefficients.

% A = LPC(X,N) finds the coefficients, A=[ 1 A(2) ... A(N+1) ], of an Nth
% order forward linear predictor.
%
%
Xp(n) = -A(2)*X(n-1) - A(3)*X(n-2) - ... - A(N+1)*X(n-N)
%
% such that the sum of the squares of the errors
%
%
err(n) = X(n) - Xp(n)
%
% is minimized. X can be a vector or a matrix. If X is a matrix
% containing a separate signal in each column, LPC returns a model
% estimate for each column in the rows of A. N specifies the order of
% the polynomial A(z) which must be a positive integer. N must be less
% or equal to the length of X. If X is a matrix, N must be less or equal
% to the length of each column of X.
%
% If you do not specify a value for N, LPC uses a default N =
% length(X)-1.
%
% [A,E] = LPC(X,N) returns the variance (power) of the prediction error.
%
% LPC uses the Levinson-Durbin recursion to solve the normal equations
% that arise from the least-squares formulation. This computation of the
% linear prediction coefficients is often referred to as the
% autocorrelation method.
%
% See also LEVINSON, ARYULE, PRONY, STMCB.
%
%
%
%

Author(s): T. Krauss, 9-21-93

Modified: T. Bryan 11-14-97
Copyright 1988-2004 The MathWorks, Inc.
$Revision: 1.12.4.6 $ $Date: 2009/08/11 15:47:46 $

error(nargchk(1,2,nargin,'struct'))
if isempty(x)
error(generatemsgid('Empty'),'Input vector X should not be empty');
end
[m,n] = size(x);
if (n>1) && (m==1)
x = x(:);
[m,n] = size(x);
end
if nargin < 2,
N = m-1;
elseif N < 0,
% Check for N positive
error(generatemsgid('negativeOrder'), ...
'Order of the predictor should be a positive integer.');
end
% Check the input data type. Single precision is not supported.
try
chkinputdatatype(x,N);
catch ME
throwAsCaller(ME);

end
if (N > m),
error(generatemsgid('orderTooLarge'), '%s\n%s\n%s', ...
'X must be a vector with length greater or equal to the prediction order
.', ...
'If X is a matrix, the length of each column must be greater or equal to
', ...
'the prediction order.');
end
%
X
R
R

Compute autocorrelation vector or matrix

= fft(x,2^nextpow2(2*size(x,1)-1));
= ifft(abs(X).^2);
= R./m; % Biased autocorrelation estimate

[a,e] = levinson(R,N);
% Return only real coefficients for the predictor if the input is real
for k = 1:n,
if isreal(x(:,k))
a(k,:) = real(a(k,:));
end
end