dsp-0.2.5.2: Haskell Digital Signal Processing
Copyright(c) Matthew Donadio 2003
LicenseGPL
Maintainer[email protected]
Stabilityexperimental
Portabilityportable
Safe HaskellSafe-Inferred
LanguageHaskell98

Matrix.Levinson

Description

This module contains an implementation of Levinson-Durbin recursion.

Synopsis

Documentation

levinson Source #

Arguments

:: (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.