Trying to do Yule walker from Proakis&Manolakis

% m-file showing that rxw /= rwx

% rxw(m)=0 for m<0,>= 0;

% rwx(m)=0 for m>0, =h(-m) m<= 0;

% This is important when deriving the Yule-Walker equations for an AR

% process

N=2^10;n=0:N-1;w=randn(size(n));

b=1;a=[1 -1 .8];

x=filter(b,a,w);

M=40;m=-M:M;rxw=xcorr(x,w,M);rwx=xcorr(w,x,M);

subplot(2,1,1);plot(m,rxw);subplot(2,1,2);plot(m,rwx)