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@@ -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>