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durbinlevinson

PURPOSE ^

% Perform one step of the Durbin-Levinson algorithm.

SYNOPSIS ^

function [newphi, newv] = durbinlevinson (c, oldphi, oldv)

DESCRIPTION ^

% -*- texinfo -*-
% @deftypefn {Function File} {} durbinlevinson (@var{c}, @var{oldphi}, @var{oldv})
% Perform one step of the Durbin-Levinson algorithm.
%
% The vector @var{c} specifies the autocovariances @code{[gamma_0, @dots{},
% gamma_t]} from lag 0 to @var{t}, @var{oldphi} specifies the
% coefficients based on @var{c}(@var{t}-1) and @var{oldv} specifies the
% corresponding error.
%
% If @var{oldphi} and @var{oldv} are omitted, all steps from 1 to
% @var{t} of the algorithm are performed.
% @end deftypefn

CROSS-REFERENCE INFORMATION ^

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