chenmh_levinson.m

来自「Frequently used algorithms for numerical」· M 代码 · 共 12 行

function [B,Egy] = Chenmh_Levinson(R,p);
B = ones(1,p+1);
Egy = R(1);
for i = 1:p
    B(i+1) = -B(i:-1:1)*R(2:i+1)/Egy;
    B(2:i) = B(2:i) + B(i+1)*B(i:-1:2);
    Egy = (1-B(i+1)^2)*Egy;
end
% B(2:end) = -toeplitz(R(1:end-1))\R(2:end)