Levinson-Durbin Algorithm

• Python implementation of Levinson-Durbin Algorithm.

Example

import numpy as np

from ld import LevinsonDurbinRecursion

toeplitz_matrix_elements = np.array([
    1.0, 2.0, 3.0, 4.0, 5.0, 6.0
])

ld = LevinsonDurbinRecursion(toeplitz_matrix_elements)
solutions = ld.solve()
print(solutions)

References

• https://en.wikipedia.org/wiki/Toeplitz_matrix
• http://www.emptyloop.com/technotes/A%20tutorial%20on%20linear%20prediction%20and%20Levinson-Durbin.pdf