dsp-0.2: Digital Signal Processing
Contents
Index
Matrix.Levinson
Portability
portable
Stability
experimental
Maintainer
m.p.donadio@ieee.org
Description
This module contains an implementation of Levinson-Durbin recursion.
Synopsis
levinson
:: (Ix a,
Integral
a,
RealFloat
b) => Array a (
Complex
b) -> a -> (Array a (
Complex
b), b)
Documentation
levinson
:: (Ix a,
Integral
a,
RealFloat
b)
=> Array a (
Complex
b)
r
-> a
p
-> (Array a (
Complex
b), b)
(a,rho)
levinson takes an array, r, of autocorrelation values, and a model order, p, and returns an array, a, of the model estimate and rho, the noise power.
Produced by
Haddock
version 0.8