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FOSSEE Signal Processing Toolbox >> FOSSEE Signal Processing Toolbox > durbinlevinson

durbinlevinson

Perform one step of the Durbin-Levinson algorithm..

Calling Sequence

durbinlevinson (C);
durbinlevinson (C, OLDPHI);
durbinlevinson (C, OLDPHI, OLDV);

Parameters

C:

The vector C specifies the autocovariances '[gamma_0, ..., gamma_t]' from lag 0 to T.

OLDPHI:

It specifies the coefficients based on C(T-1).

OLDV:

It specifies the corresponding error.

Description

This is an Octave function. Perform one step of the Durbin-Levinson. If OLDPHI and OLDV are omitted, all steps from 1 to T of the algorithm are performed.


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