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levinson

PURPOSE ^

% error: [a, v, ref] = levinson (acf [, p])

SYNOPSIS ^

function [a, v, ref] = levinson (acf, p)

DESCRIPTION ^

% error:  [a, v, ref] = levinson (acf [, p])
%
% Use the Durbin-Levinson algorithm to solve:
%    toeplitz(acf(1:p)) * x = -acf(2:p+1).
% The solution [1, x'] is the denominator of an all pole filter
% approximation to the signal x which generated the autocorrelation
% function acf.  
%
% acf is the autocorrelation function for lags 0 to p.
% p defaults to length(acf)-1.
% Returns 
%   a=[1, x'] the denominator filter coefficients. 
%   v= variance of the white noise = square of the numerator constant
%   ref = reflection coefficients = coefficients of the lattice
%         implementation of the filter
% Use freqz(sqrt(v),a) to plot the power spectrum.

CROSS-REFERENCE INFORMATION ^

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