1 files changed, 67 insertions, 0 deletions
diff --git a/src/c/signalProcessing/lev/dleva.c b/src/c/signalProcessing/lev/dleva.c
new file mode 100644
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+++ b/src/c/signalProcessing/lev/dleva.c
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+/*
+ *  Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+ *  Copyright (C) 2008 - INRIA - Arnaud TORSET
+ *
+ *  This file must be used under the terms of the CeCILL.
+ *  This source file is licensed as described in the file COPYING, which
+ *  you should have received as part of this distribution.  The terms
+ *  are also available at
+ *  http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+ *
+ */
+ 
+ 
+/*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 
+*/
+
+#include <stdlib.h>
+#include "lev.h"
+
+double dleva(double* in,int size, double* ar, double* rc){
+	int i=0, j=0;
+	double accu=0;
+	double* ak1;
+	double sigma2;
+	
+	/* FIXME : malloc here */ 
+	ak1=(double*)malloc((unsigned int)size*sizeof(double));
+	
+	/* initialize levinson's algorithm */
+	ar[0]=-in[1]/in[0];
+	rc[0]=ar[0];
+	sigma2=(1-ar[0]*ar[0])*in[0];
+	ak1[0]=0;
+	
+	/* iterative solution to yule-walker equations */
+	for (i=1;i<size-1;i++){
+		accu=0;
+		for (j=0;j<i;j++){
+			accu+=ar[j]*in[i-j];
+		}
+		ak1[i]=-(in[i+1]+accu)/(sigma2);
+		rc[i]=ak1[i];
+		for (j=0;j<i;j++){
+			ak1[j] = ar[j]+ak1[i]*ar[i-1-j];
+		}
+		sigma2=(1-ak1[i]*ak1[i])*(sigma2);
+		for (j=0;j<=i;j++){
+			ar[j]=ak1[j];
+		}
+	}	
+	free(ak1);
+	return sigma2;
+}
+
+