Levinson recursion
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). The Levinson–Durbin algorithm was proposed first by Norman Levinson in 1947, improved by James Durbin in 1960, and subsequently improved to 4n2 and then 3n2 multiplications by W. F. Trench and S. Zohar, respectively.
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Autoregressive modelBlock Levinson algorithmBlock Levinson recursionCode-excited linear predictionDeconvolutionJames DurbinLag windowingLevinsonLevinson's methodLevinson-DurbinLevinson-Durbin algorithmLevinson-Durbin recursionLevinson RecursionLevinson algorithmLinear predictionList of Massachusetts Institute of Technology alumniList of algorithmsList of numerical analysis topicsMinimum mean square errorNorman LevinsonSystem of linear equationsToeplitz matrixWiener filter
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Levinson recursion
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). The Levinson–Durbin algorithm was proposed first by Norman Levinson in 1947, improved by James Durbin in 1960, and subsequently improved to 4n2 and then 3n2 multiplications by W. F. Trench and S. Zohar, respectively.
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Levinson recursion or Levinson ...... for small n (usually n < 256).
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Levinson recursion or Levinson ...... ch and S. Zohar, respectively.
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Levinson recursion
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