Levinson Durbin Algorithm

Collaboration diagram for Levinson Durbin Algorithm:

Functions
void	tpt_levinson_durbin_f32 (const f32_t *aPhi, f32_t *aCoeff, f32_t *aErr, int numCoeff)
	Levinson Durbin. More...

Detailed Description

Function Documentation

tpt_levinson_durbin_f32()

void tpt_levinson_durbin_f32	(	const f32_t *	aPhi,
		f32_t *	aCoeff,
		f32_t *	aErr,
		int	numCoeff
	)

Levinson Durbin.

Parameters

[in]	phi	autocovariance vector starting with lag 0 (length is numCoeff + 1)
[out]	aCoeff	autoregressive coefficients
[out]	aErr	prediction error (variance)
[in]	numCoeff	number of autoregressive coefficients

Returns

none