Scilab 5.3.3
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- Signal Processing
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- Signal
- analpf
- bilt
- buttmag
- casc
- cepstrum
- cheb1mag
- cheb2mag
- chepol
- convol
- corr
- cspect
- czt
- detrend
- dft
- ell1mag
- eqfir
- eqiir
- faurre
- ffilt
- fft
- fft2
- fftshift
- filt_sinc
- filter
- find_freq
- findm
- frfit
- frmag
- fsfirlin
- group
- hank
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- hilbert
- iir
- iirgroup
- iirlp
- intdec
- jmat
- kalm
- lattn
- lattp
- lev
- levin
- lindquist
- mese
- mfft
- mrfit
- %asn
- %k
- %sn
- phc
- pspect
- remez
- remezb
- rpem
- sincd
- srfaur
- srkf
- sskf
- syredi
- system
- trans
- wfir
- wiener
- wigner
- window
- yulewalk
- zpbutt
- zpch1
- zpch2
- zpell
Please note that the recommended version of Scilab is 2025.0.0. This page might be outdated.
See the recommended documentation of this function
lattn
recursive solution of normal equations
Calling Sequence
[la,lb]=lattn(n,p,cov)
Arguments
- n
maximum order of the filter
- p
fixed dimension of the MA part. If
p= -1, the algorithm reduces to the classical Levinson recursions.- cov
matrix containing the
Rk's (d*dmatrices for a d-dimensional process).It must be given the following way- la
list-type variable, giving the successively calculated polynomials (degree 1 to degree n),with coefficients Ak
Description
solves recursively on n (p being fixed)
the following system (normal equations), i.e. identifies
the AR part (poles) of a vector ARMA(n,p) process
where {Rk;k=1,nlag} is the sequence of empirical covariances
Authors
G. Le V.
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