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Matrix.Levinson Portability portable Stability experimental Maintainer m.p.donadio@ieee.org

Description

This module contains an implementation of Levinson-Durbin recursion.

Synopsis

levinson :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> (Array a (Complex b), b)

Documentation

levinson

:: (Ix a, Integral a, RealFloat b) => Array a (Complex b) r -> a p -> (Array a (Complex b), b) (a,rho) levinson takes an array, r, of autocorrelation values, and a model order, p, and returns an array, a, of the model estimate and rho, the noise power.

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