revlevinson (MathScript RT Module Function)
Owning Class: modeling and prediction
Requires: MathScript RT Module
Syntax
r = revlevinson(a, err)
[r, u] = revlevinson(a, err)
[r, u, k] = revlevinson(a, err)
[r, u, k, e] = revlevinson(a, err)
Legacy Name: rlevinson
Description
Uses reverse Levinson-Durbin recursion to find the autocorrelation sequence.
Inputs
| Name | Description |
|---|---|
| a | Specifies the coefficients of the prediction polynomial. |
| err | Specifies the prediction error. |
Outputs
| Name | Description |
|---|---|
| r | Returns the autocorrelation sequence. |
| u | Returns the upper-triangular matrix such that u*diag(1./e)*u' equals inv(toeplitz(r,r')). |
| k | Returns the reflection coefficients. |
| e | Returns the prediction error of a different order. |
Examples
r = [1, 3, 2, 4];
n = 3;
[a, err, k] = levinson(r, n);
[rr, uu, kk, ee] = revlevinson(a, err)