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Scilab help >> Signal Processing > 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.

Scilab Enterprises
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Copyright (c) 1989-2012 (INRIA)
Copyright (c) 1989-2007 (ENPC)
with contributors
Last updated:
Thu May 12 11:44:23 CEST 2011