Implementation of Levinson-Durbin Algorithm Using MATLAB
Function Description: MATLAB implementation of the Levinson-Durbin algorithm for autoregressive (AR) model parameter estimation. The algorithm efficiently computes AR coefficients through recursive solution of the Yule-Walker equations using backward prediction errors and reflection coefficients. Function Name: Levinson_Durbin_Algo. Input Parameters: (1) R: autocorrelation matrix or its estimate, (2) P: order of the AR model. Output Parameters: (1) A: row vector of length P+1 containing AR model parameters, (2) E: noise power (prediction error variance). Calling Functions: none. Called By: L_D_sim.m. Author: mingcheng. Creation Date: 2009-11-13. Modification Date: 2009-11-13. Version: V1.0.