% 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.