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采用列文逊递推算法求解对称托伯利兹型方程组。其中t存放T型矩阵的元素。b是右端常数向量。x是解向量。n是阶数。-Using Levinson recursion algorithm for symmetric Tuobolizi equations. Where t T-matrix elements of deposit. b is the right end of the constant vector. x is the solution vector. n is the order.
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MATLAB Code for Parametric Method of Spectrum estimatin. using Auto Regressive Method, Both levinson Durbin recursion and yule waker method,
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用Levinson递推公式计算偏相关系数
- Use Levinson recursion formula to calculate the partial correlation coefficient
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levinson recursion plain C function.
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Linear Prediction using Levinson Durbin Recursion and Lattice Filters
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此程序的功能是用自相关法求使信号s均方预测误差为最小的预测系数
算法为Levinson-Durbin快速递推算法 -The function of this procedure is signal s with autocorrelation method for the prediction of the minimum mean square prediction error coefficient
algorithm for Levinson- Durbin quick r
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信号为两个正弦信号加高斯白噪声,各正弦信号的信噪比均为10dB,长度为N,信号频率分别为 和 ,初始相位 ,取 , 取不同数值:0.3,0.25。 为采样频率。分别用Levinson递推法和Burg法进行功率谱估计,并分析改变数据长度、模型阶数对谱估计结果的影响。-Signal into two sinusoidal signals applied Gaussian white noise, the SNR of each sinusoidal signals are 10dB, a lengt
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