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Diffstat (limited to 'help/en_US/levinson.xml')
-rw-r--r-- | help/en_US/levinson.xml | 76 |
1 files changed, 75 insertions, 1 deletions
diff --git a/help/en_US/levinson.xml b/help/en_US/levinson.xml index 056795f..ac340a6 100644 --- a/help/en_US/levinson.xml +++ b/help/en_US/levinson.xml @@ -17,7 +17,81 @@ <refnamediv> <refname>levinson</refname> - <refpurpose></refpurpose> + <refpurpose>Levinson-Durbin Recurssion Algorithm</refpurpose> + <para> </para> </refnamediv> + +<refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis> +a = levinson(r) +a = levinson(r,n) +[a,e] = levinson(r,n) +[a,e,k] = levinson(r,n) + </synopsis> + <para> </para> +</refsynopsisdiv> + +<refsection> + <title>Parameters</title> + <variablelist> + <varlistentry><term>r</term> + <listitem><para> Real or complex deterministic autocorrelation sequence input </para></listitem></varlistentry> + <varlistentry><term>a</term> + <listitem><para> Coefficients of length(r)-1 order Autoregressive linear process </para></listitem></varlistentry> + <varlistentry><term>n</term> + <listitem><para> Order of autoregressive model (default value is length(r)-1 , if n is not given)</para></listitem></varlistentry> + <varlistentry><term>e</term> + <listitem><para> Prediction error of order n</para></listitem></varlistentry> + <varlistentry><term>k</term> + <listitem><para> Reflection coefficient vector of length n</para></listitem></varlistentry> + </variablelist> + <para> </para> +</refsection> + +<refsection> + <title>Description</title> + <para> The Levinson-Durbin recursion algorithm is used for finding an all-pole IIR filter with a given deterministic autocorrelation sequence (r) </para> + + <para> + <latex> + \begin{eqnarray} + H(z) = \frac{1}{1+a(2)z^{-1}+a(3)z^{-2} + ... +a(n+1)z^{-n}} + \end{eqnarray} + </latex> + </para> + + <para> </para> +</refsection> + +<refsection> + <title>Examples </title> + <para> Estimate the coefficients of an autoregressive process given by equation </para> + + <para> + <latex> + \begin{eqnarray} + x(n) = 0.1x(n-1) - 0.8x(n-2) + w(n) + \end{eqnarray} + </latex> + </para> + <para> </para> + + <programlisting role="example"><![CDATA[ + +a = [1 0.1 -0.8]; + +v = 0.4; //variance, v=0.4 +w = sqrt(v)*rand(15000,1,"normal"); +x = filter(1,a,w); + +[r,lg] = xcorr(x,'biased'); +r(lg<0) = []; + +ar = levinson(r,length(a)-1) //coefficients of autoregressive process + +]]></programlisting> +</refsection> + </refentry> |