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Levinson algorithm

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Shweta
Shweta on 13 Apr 2012
The 'n' in levinson algorithm is the order of the all pole filter right?
Say the order is 12. The output 'a' should have only 12 elements as the output right? why do I get 13 elements? Is my understanding wrong... Please help

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Answers (1)

Honglei Chen
Honglei Chen on 13 Apr 2012
Hi Shweta,
It is true that the algorithm only solves n unknowns, but if you look at the reference page below, the returned result is the AR coefficients which always include the leading coefficient of 1, therefore the total length is n+1.
HTH

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