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Diffstat (limited to 'help/en_US/rlevinson.xml')
-rw-r--r-- | help/en_US/rlevinson.xml | 109 |
1 files changed, 104 insertions, 5 deletions
diff --git a/help/en_US/rlevinson.xml b/help/en_US/rlevinson.xml index 799fcb1..5017af8 100644 --- a/help/en_US/rlevinson.xml +++ b/help/en_US/rlevinson.xml @@ -17,17 +17,116 @@ <refnamediv> <refname>rlevinson</refname> - <refpurpose></refpurpose> + <refpurpose>This function computes the autocorrelation coefficients using prediction polynomial method.</refpurpose> </refnamediv> <refsynopsisdiv> <title>Calling Sequence</title> <synopsis> - a = rlevinson(a, efinal) - [a, U] = rlevinson(a, efinal) - [a, U, kr] = rlevinson(a, efinal) - [a, U, kr, e] = rlevinson(a, efinal) + R = rlevinson(a, efinal) + [R, U] = rlevinson(a, efinal) + [R, U, kr] = rlevinson(a, efinal) + [R, U, kr, e] = rlevinson(a, efinal) </synopsis> </refsynopsisdiv> + +<refsection> + <title>Parameters</title> + <variablelist> + <varlistentry><term>a:</term> + <listitem><para>Input argument ,prediction polynomial coefficients.</para></listitem></varlistentry> + <varlistentry><term>efinal:</term> + <listitem><para>Input argument, final prediction error.</para></listitem></varlistentry> + <varlistentry><term>R:</term> + <listitem><para>Returns the auto-correlation coefficients.</para></listitem></varlistentry> + +<varlistentry><term>U:</term> + <listitem><para>Returns upper triangular matrix of order length(a)*length(a).</para></listitem></varlistentry> + <varlistentry><term>kr:</term> + <listitem><para>Reflection coefficients.</para></listitem></varlistentry> + +<varlistentry><term>e:</term> + <listitem><para>Prediction error.</para></listitem></varlistentry> + </variablelist> + +</refsection> + +<refsection> + <title>Description + </title> +<para>The reverse Levinson-Durbin recursion implements the step-down algorithm for solving the following symmetric Toeplitz system of linear equations for r, where r = [r(1) … r(p + 1)] and r(i)* denotes the complex conjugate of r(i).</para> +<para> +<latex> +\begin{eqnarray} +\begin{bmatrix} + r(1) r(2)* - - r(p)* \\ + r(2) r(1) - - r(p-1)* \\ + - - - - - \\ + - - - - - \\ + - - - - - \\ + r(p) r(p-1) - r(2) r(1) +\end{bmatrix}\begin{bmatrix} +a(2)\\ +a(3)\\ +.\\ +.\\ +.\\ +a(p+1) +\end{bmatrix}=\begin{bmatrix} +-r(2)\\ +-r(3)\\ +.\\ +.\\ +.\\ +-r(p+1) +\end{bmatrix} +\end{eqnarray} + +</latex> +</para> + +<para> +Input vector a represents the polynomial coefficients of this prediction error filter in descending powers of z. +<para> +<latex> +\begin{eqnarray} +A(z)=1+a(2)^{z-1}+.............+a(n+1)^{z-p} +\end{eqnarray} +</latex></para> +</para> +<para>[r,u] = rlevinson(a,efinal) returns upper triangular matrix U from the UDU* decomposition + +</para> +<latex> +\begin{eqnarray} +R^{-1}=UE^{-1}U* +\end{eqnarray} +</latex> +<para> +<latex> + +</latex> +</para> +</refsection> + +<refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +X=[1 6/7 5/7 8/7 3/7 6/7]; +[R U kr e] = rlevinson(X, 0.3) + ]]></programlisting> +</refsection> + +<refsection> + <title>See also</title> + <simplelist type="inline"> + <member><link linkend="levinson">abs</link></member> + <member><link linkend="levdown">mean</link></member> + + </simplelist> +</refsection> + + + </refentry> |