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Levinson_Durbin_Algo
功能描述:用matlab语言实现Levinson-Durbin算法
函数名:Levinson_Durbin_Algo
输入参数:
(1)R:自相关矩阵或者其估计值
(2)P:AR模型的阶数
输出参数:
(1)A:p阶AR模型的参数,它是一个长度为P+1的行向量
(2)E:噪声功率
调用函数:无
被调用:L_D_sim.m
作者:mingcheng
编写时间:2009-11-13
修改时间:2009-11-13
版本:V1.0 (Function Description: The matlab language Levinson-Durbin algorithm function name: Levinson_Durbin_Algo Input parameters: (1) R: correlation matrix or its estimated value (2) P: AR model orders output parameters: (1) A: p-order AR model parameters, it is a line of length P+1 vector (2) E: noise power call the function: No to be called: L_D_sim.m Study: mingcheng write time :2009-11-13 modified :2009-11-13 version: V1.0 )
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