diff options
Diffstat (limited to 'macros/levin.sci')
| -rw-r--r-- | macros/levin.sci | 31 |
1 files changed, 16 insertions, 15 deletions
diff --git a/macros/levin.sci b/macros/levin.sci index 16d3768..2225222 100644 --- a/macros/levin.sci +++ b/macros/levin.sci @@ -1,20 +1,21 @@ function [ar, sigma2,rc] = levin(r); -// //[ar,sigma2,rc]=lev(r) -// //Resolve the Yule-Walker equations: -// // -// // |r(0) r(1) ... r(N-1)|| a(1) | |sigma2| -// // |r(1) r(0) ... r(n-1)|| a(2) | | 0 | -// // | : : ... : || : |=| 0 | -// // | : : ... : || : | | 0 | -// // |r(N-1) r(N-2) ... r(0) ||a(N-1)| | 0 | -// // -// //using Levinson's algorithm. -// // r :Correlation coefficients -// // ar :Auto-Regressive model parameters -// // sigma2 :Scale constant -// // rc :Reflection coefficients - +// Resolve the Yule-Walker equations: +// Calling Sequence +// [ar,sigma2,rc]=lev(r) +// Description +// |r(0) r(1) ... r(N-1)|| a(1) | |sigma2| +// |r(1) r(0) ... r(n-1)|| a(2) | | 0 | +// | : : ... : || : |=| 0 | +// | : : ... : || : | | 0 | +// |r(N-1) r(N-2) ... r(0) ||a(N-1)| | 0 | +// +//using Levinson's algorithm. +// r :Correlation coefficients +// ar :Auto-Regressive model parameters +// sigma2 :Scale constant +// rc :Reflection coefficients // Example : + if length(r)==1 then ar=1; sigma2=r; |