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comparison scripts/signal/durbinlevinson.m @ 6547:4fb053f24fd6

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[project @ 2007-04-19 21:47:40 by jwe]
author jwe
date Thu, 19 Apr 2007 21:47:41 +0000
parents 34f96dd5441b
children 93c65f2a5668
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6546:44a4f68fbd76 6547:4fb053f24fd6
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20 ## -*- texinfo -*- 20 ## -*- texinfo -*-
21 ## @deftypefn {Function File} {} durbinlevinson (@var{c}, @var{oldphi}, @var{oldv}) 21 ## @deftypefn {Function File} {} durbinlevinson (@var{c}, @var{oldphi}, @var{oldv})
22 ## Perform one step of the Durbin-Levinson algorithm. 22 ## Perform one step of the Durbin-Levinson algorithm.
23 ## 23 ##
24 ## The vector @var{c} specifies the autocovariances @code{[gamma_0, ..., 24 ## The vector @var{c} specifies the autocovariances @code{[gamma_0, @dots{},
25 ## gamma_t]} from lag 0 to @var{t}, @var{oldphi} specifies the 25 ## gamma_t]} from lag 0 to @var{t}, @var{oldphi} specifies the
26 ## coefficients based on @var{c}(@var{t}-1) and @var{oldv} specifies the 26 ## coefficients based on @var{c}(@var{t}-1) and @var{oldv} specifies the
27 ## corresponding error. 27 ## corresponding error.
28 ## 28 ##
29 ## If @var{oldphi} and @var{oldv} are omitted, all steps from 1 to 29 ## If @var{oldphi} and @var{oldv} are omitted, all steps from 1 to