Inam-ul-Haq asked . 2021-03-12

Why does the LEVINSON function not require the auto-correlation value R(0) in Signal Processing Toolbox 6.9 (R2008a)?

The "Algorithm" section of the  documentation for the LEVINSON function says:
 
 
 levinson solves the symmetric Toeplitz system of linear equations ...

 where r = [r(1)  ... r(n+1)] is the input auto-correlation vector
Clearly, the zeroth lag correlation value should be a part of the calculation, but it does not appear in the input vector "r".

matlab , signal , signal processing

Expert Answer

Neeta Dsouza answered . 2024-12-20 18:44:15

This change has been incorporated into the  documentation in Release 2009b (R2009b). For previous releases, read below for any additional information:
 
The documentation is using MATLAB-style indexing for the input auto-correlation vector "r", as "r(1)" actually refers to the first element of the auto-correlation vector "r", which is the zeroth lag correlation value.
This is further confirmed by typing
 
help levinson

 at the MATLAB prompt, as the following text is displayed:

 Input R is typically a vector of auto-correlation coefficients with lag 0 as the first element.


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