Function File: [a, v, ref] = levinson (acf) ¶

Function File: […] = 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.

REFERENCE [1] Steven M. Kay and Stanley Lawrence Marple Jr.: "Spectrum analysis – a modern perspective", Proceedings of the IEEE, Vol 69, pp 1380-1419, Nov., 1981

Package: signal