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Mathematics, 24.04.2020 15:18 eev01

2. We have described the Levinson-Durbin algorithm for determining the forward prediction coefficients via (a) Start with a1(1) = −r(1)/r(0). (b) For m = 2, 3, . . . , p, compute κm = − r(m) + Pm−1 k=1 am−1(k)r(m − k) r(0) + Pm−1 k=1 am−1(k)r(k) am(k) = am−1(k) + κmam−1(m − k), k = 1, 2, . . . , m − 1 am(m) = κm Find a recursive Levinson-Durbin algorithm in a similar form for determining the backward prediction coefficients.

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