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Manuel Scilab >> Traitement du Signal > lev

lev

Yule-Walker equations (Levinson's algorithm)

Calling Sequence

[ar,sigma2,rc]=lev(r)

Arguments

r

correlation coefficients

ar

auto-Regressive model parameters

sigma2

scale constant

rc

reflection coefficients

Description

resolve the Yule-Walker equations

using Levinson's algorithm.

Authors

C. B.

<< lattp Traitement du Signal levin >>

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Last updated:
Wed Jan 26 16:24:12 CET 2011