rc2ar [tsa]
converts reflection coefficients into autoregressive parameters
uses the Durbin-Levinson recursion for multiple channels
function  [AR,RC,PE,ACF] = rc2ar(RC);
function  [MX,PE] = rc2ar(RC);

INPUT:
RC    reflection coefficients

OUTPUT
AR    autoregressive model parameter
RC    reflection coefficients (= -PARCOR coefficients)
PE    remaining error variance (relative to PE(1)=1)
MX    transformation matrix between ARP and RC (Attention: needs O(p^2) memory)
arp=MX(:,K*(K-1)/2+(1:K));
rc =MX(:,(1:K).*(2:K+1)/2);

All input and output parameters are organized in rows, one row
corresponds to the parameters of one channel

see also ACOVF ACORF DURLEV AR2RC

REFERENCES:
P.J. Brockwell and R. A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
S. Haykin "Adaptive Filter Theory" 3rd ed. Prentice Hall, 1996.
M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981.
W.S. Wei "Time Series Analysis" Addison Wesley, 1990.