• DocumentCode
    1100659
  • Title

    A relationship between the Levinson algorithm and the conjugate direction method

  • Author

    Nehorai, Arye ; Morf, Martin

  • Author_Institution
    Stanford University, Stanford, CA
  • Volume
    31
  • Issue
    2
  • fYear
    1983
  • fDate
    4/1/1983 12:00:00 AM
  • Firstpage
    506
  • Lastpage
    508
  • Abstract
    This note provides a connection between the (block) Levinson algorithm and the conjugate direction method (CDM). We first present an extension of the scalar CDM to the block matrix case. Then we show how the (block) Levinson recursions can be derived as a special case of the (extended) CDM. This gives a new derivation and interpretation for Levinson´s algorithm.
  • Keywords
    Algorithm design and analysis; Covariance matrix; Forward contracts; Geophysics; Minimization methods; Optimization methods; Signal design; Signal processing algorithms; Speech analysis; Statistical analysis;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/TASSP.1983.1164073
  • Filename
    1164073
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1100659