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I want to find f values with using Levinson Durbin Algortim. A is a taoplitz matrix and C is a matrix with prediction lag=2 I
I want to find f values with using Levinson Durbin Algortim. A is a taoplitz matrix and C is a matrix with prediction lag=2
I can solve this equation with an algoritm for lag=1 but I can not find any solution for lag>1
can anyone solve this equation for me and find f0 f1 f2 f3 with levinson durbin algoritm ?
a working computer code or a class (c c# or c++) for this equation is acceptable also.
for example:
A={2,4,7,3,9,8};
lag=2;
length=4;
B= dublin{length,lag,A};
Solution of B={f0,f1,f2,f3};
2 3 3 4 2 4 4 2 4 f2. A. tceplit2 matrix predichen lag: 2 3 3 4 2 4 4 2 4 f2. A. tceplit2 matrix predichen lag
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