Scilab Function
Last update : 15/2/39977367
lev - Yule-Walker equations (Levinson's algorithm)
Calling Sequence
- [ar,sigma2,rc]=lev(r)
Parameters
-
r: correlation coefficients
-
ar: auto-Regressive model parameters
-
sigma2: scale constant
-
rc: reflection coefficients
Description
resolve the Yule-Walker equations
using Levinson's algorithm.
Author
C. B.