User`s guide

Levinson-Durbin

5-267

Output prediction error power (P)

When selected, the block outputs the prediction error at port

If the value of lag 0 is zero, A=[1 zeros], K=[zeros], P=0

When selected, the block outputs a zero-vector for inputs having r(1) = 0.

When unselected, the block outputs

NaNs for these inputs.

References Golub, G. H., and C. F. Van Loan. Sect. 4.7 in Matrix Computations. 3rd ed.

Baltimore, MD: Johns Hopkins University Press, 1996.

Ljung, L. System Identification: Theory for the User. Englewood Cliffs, NJ:

Prentice Hall, 1987. Pgs. 278-280.

Kay, Steven M., Modern Spectral Estimation: Theory and Application.

Englewood Cliffs, NJ: Prentice Hall, 1988.

Supported

Data Types