The Numerical Stability of the Levinson-Durbin Algorithm for Toeplitz Systems of Equations
- 1 September 1980
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Scientific and Statistical Computing
- Vol. 1 (3) , 303-319
- https://doi.org/10.1137/0901021
Abstract
No abstract availableThis publication has 15 references indexed in Scilit:
- An exact recursion for the composite nearest-neighbor degeneracy for a 2×N lattice spaceJournal of Mathematical Physics, 1984
- Properties and applications of Gaussian autoregressive processes in detection theory (Corresp.)IEEE Transactions on Information Theory, 1981
- Solution of linear equations with rational Toeplitz matricesMathematics of Computation, 1980
- Displacement ranks of matrices and linear equationsJournal of Mathematical Analysis and Applications, 1979
- Linear prediction: A tutorial reviewProceedings of the IEEE, 1975
- Fixed-point truncation arithmetic implementation of a linear prediction autocorrelation vocoderIEEE Transactions on Acoustics, Speech, and Signal Processing, 1974
- Block Toeplitz Matrix InversionSIAM Journal on Applied Mathematics, 1973
- The Fitting of Time-Series ModelsRevue de l'Institut International de Statistique / Review of the International Statistical Institute, 1960
- Toeplitz Forms and Their ApplicationsPhysics Today, 1958
- The Joint Distribution of Serial Correlation CoefficientsThe Annals of Mathematical Statistics, 1949