levinson

(/tools/hpmatlab/toolbox/signal/levinson.m)

Function Synopsis

a=levinson(R,N);

Help text

LEVINSON  Levinson-Durbin Recursion.
	A = LEVINSON(R,N) solves a symmetric toeplitz system of equations using
	the Levinson-Durbin recursion.  R is a vector of autocorrelation
	coefficients, starting with lag 0 as the first element. N is the
	order of the recursion; A will be a length N+1 row, with A(1) = 1.

	If you do not specify N, LEVINSON uses N = LENGTH(R)-1.

	The equations solved are of the form:
	    [  R(1)    R(2)  ...  R(N)  ] [  A(2)  ]  = [  -R(2)  ]
	    [  R(2)    R(1)  ... R(N-1) ] [  A(3)  ]  = [  -R(3)  ]
	    [  .       .           .    ] [   .    ]  = [    .    ]
	    [ R(N-1)  R(N-2) ...  R(2)  ] [  A(N)  ]  = [  -R(N)  ]
	    [  R(N)   R(N-1) ...  R(1)  ] [ A(N+1) ]  = [ -R(N+1) ]
	If N is not large, LEVINSON will use the \ function to solve this
	system, which is faster than the Levinson-Durbin recursion because
	of its higher overhead.

	See also LPC.

Cross-Reference Information

else           /tools/hpmatlab/toolbox/matlab/lang/else.m
end            /tools/hpmatlab/toolbox/matlab/lang/end.m
error          /tools/hpmatlab/toolbox/matlab/lang/error.m
flipud         /tools/hpmatlab/toolbox/matlab/elmat/flipud.m
for            /tools/hpmatlab/toolbox/matlab/lang/for.m
if             /tools/hpmatlab/toolbox/matlab/lang/if.m
length         /tools/hpmatlab/toolbox/matlab/general/length.m
nargchk        /tools/hpmatlab/toolbox/matlab/lang/nargchk.m
nargin         /tools/hpmatlab/toolbox/matlab/elmat/nargin.m

lpc            /tools/hpmatlab/toolbox/signal/lpc.m