levinson Levinson-Durbin Recurssion Algorithm a = levinson(r) a = levinson(r,n) [a,e] = levinson(r,n) [a,e,k] = levinson(r,n) r Real or complex deterministic autocorrelation sequence input a Coefficients of length(r)-1 order Autoregressive linear process n Order of autoregressive model (default value is length(r)-1 , if n is not given) e Prediction error of order n k Reflection coefficient vector of length n The Levinson-Durbin recursion algorithm is used for finding an all-pole IIR filter with a given deterministic autocorrelation sequence (r) \begin{eqnarray} H(z) = \frac{1}{1+a(2)z^{-1}+a(3)z^{-2} + ... +a(n+1)z^{-n}} \end{eqnarray} Estimate the coefficients of an autoregressive process given by equation \begin{eqnarray} x(n) = 0.1x(n-1) - 0.8x(n-2) + w(n) \end{eqnarray}