Scilab Function

levin - Toeplitz system solver by Levinson algorithm (multidimensional)

Sequence d'appel

[la,sig]=levin(n,cov)

Parametres

Description

function which solves recursively on n the following Toeplitz system (normal equations)

where {Rk;k=1,nlag} is the sequence of nlag empirical covariances

Exemples

Voir aussi

Auteur