function [ a ] = yulewalker( phi , N ) for i=1:N+1 for j=1:N+1 R(i,j)=phi(abs(i-j)+1); end end b(1)=0; for i=2:N+1 b(i)=phi(i); end alpha=(-1/phi(1))*b*inv(R); a(1)=phi(1)/(phi(1)*alpha(1)+1); for i=2:N+1 a(i)=a(1)*alpha(i); end end