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# 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*d`

matrices 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

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