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Everything about Levinson recursion
Recursive algorighm in linear algebra
Levinson recursion or Levinson–Durbin recursion is a procedure in linear algebra to recursively calculate the solution to an equation involving a Toeplitz matrix. The algorithm runs in Θ(n2) time, which is a strong improvement over Gauss–Jordan elimination, which runs in Θ(n3). Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Levinson recursionA 5-minute orientation
- Pick up a classic book: MATLAB software for the code excited linear prediction algorithmThe most-reprinted book on the subject
- Read the landmark paper: A Levinson-Durbin recursion for autoregressive-moving average processesCited 33 times
- Go sideways: Toeplitz matrixA closely related topic
- Go sideways: Linear predictionA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
A Levinson-Durbin recursion for autoregressive-moving average processes
Pseudo-fractional ARMA modelling using a double Levinson recursion
Performance of signal‐to‐noise ratio estimation for scanning electron microscope using autocorrelation Levinson–Durbin recursion model
A Levinson-Durbin Recursion for Autoregressive-Moving Average Processes
On the relationship between levinson recursion and the r and s arrays for arma model identification
Levinson-Durbin algorithm as a Szegö polynomial recursion
Extended properties of the Levinson recursion and lattice filters
Pole identification of ARMA processes by extended Levinson recursion
📚 Books worth reading
MATLAB software for the code excited linear prediction algorithmKarthikeyan N. Ramamurthy · 2010
Digital Signal Processing · 2006
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
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