Digital Signal Processing Chapter 7: Parametric Spectrum Estimation

⎡⎢⎣⎤1a r,1.⎥⎦a r,r=⎡⎢⎣1a r−1,1.a r−1,r−10⎤⎥⎦⎡− γ r ⎢⎣0a ∗ r−1,r−1.a ∗ r−1,11⎤⎥⎦σr 2 = [1 − |γ r | 2 ] · σr−1 2 .• result: nth order predictor respectively nth order AR-model:n∑A n (z) = a n,ν · z −νpower of the prediction-error resp. of the AR models white noise:ν=0σn 2 ≈ σn+1 2 .• after n iterations of the Levinson-Durbin recursionsall predictors of order (r = 1, 2, · · ·,n) are calculated!Levinson-Durbin Recursion Page 18