lev(1)

NAME
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
      |r(0)   r(1)   ... r(N-1)|| a(1) | |sigma2|
      |r(1)   r(0)   ... r(N-2)|| a(2) | |  0   |
      |  :      :    ...    :  ||   :  |=|  0   |
      |  :      :    ...    :  ||   :  | |  0   |
      |r(N-1) r(N-2) ...  r(0) ||a(N-1)| |  0   |
using Levinson's algorithm.

AUTHOR
C. B.