Scilab 5.3.1
- Aide Scilab
- Traitement du Signal
- How to
- fft
- Signal
- analpf
- bilt
- buttmag
- casc
- cepstrum
- cheb1mag
- cheb2mag
- chepol
- convol
- corr
- cspect
- czt
- detrend
- dft
- ell1mag
- eqfir
- eqiir
- faurre
- ffilt
- fft2
- fftshift
- filt_sinc
- filter
- find_freq
- findm
- frfit
- frmag
- fsfirlin
- group
- hank
- hilb
- 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 This page might be outdated.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
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.
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