Scilab 5.4.0
Please note that the recommended version of Scilab is 2024.0.0. This page might be outdated.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.
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