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<span class="path"><a href="index.html">FOSSEE Signal Processing Toolbox</a> >> <a href="section_cc2bc01c47967d47fcf3507a91d572ba.html">FOSSEE Signal Processing Toolbox</a> > durbinlevinson</span>
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<div class="refnamediv"><h1 class="refname">durbinlevinson</h1>
<p class="refpurpose">Perform one step of the Durbin-Levinson algorithm..</p></div>
<div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3>
<div class="synopsis"><pre><span class="functionid">durbinlevinson</span><span class="default"> (</span><span class="default">C</span><span class="default">);</span>
<span class="functionid">durbinlevinson</span><span class="default"> (</span><span class="default">C</span><span class="default">, </span><span class="default">OLDPHI</span><span class="default">);</span>
<span class="functionid">durbinlevinson</span><span class="default"> (</span><span class="default">C</span><span class="default">, </span><span class="default">OLDPHI</span><span class="default">, </span><span class="default">OLDV</span><span class="default">);</span></pre></div></div>
<div class="refsection"><h3 class="title">Parameters</h3>
<dl><dt><span class="term">C:</span>
<dd><p class="para">The vector C specifies the autocovariances '[gamma_0, ..., gamma_t]' from lag 0 to T.</p></dd></dt>
<dt><span class="term">OLDPHI:</span>
<dd><p class="para">It specifies the coefficients based on C(T-1).</p></dd></dt>
<dt><span class="term">OLDV:</span>
<dd><p class="para">It specifies the corresponding error.</p></dd></dt></dl></div>
<div class="refsection"><h3 class="title">Description</h3>
<p class="para">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.</p></div>
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