Title :
Split Levinson algorithm is weakly stable
Author :
Wang, Yunbiao ; Krishna, Hari ; Krishna, Bal
Author_Institution :
Dept. of Electr. & Comput. Eng., Syracuse Univ., NY, USA
Abstract :
The authors explore the numerical stability properties of the split Levinson algorithm for computing the predictor polynomial associated with a positive-definite real symmetric Toeplitz matrix. Various bounds on the residual vector are derived for the fixed-point and floating-point implementation of the algorithm. These bounds are similar in form to the bounds derived by G. Cybenko (1980) for the Levinson algorithm and are obtained by converting a three-term recurrence for the error vector to an equivalent two-term recurrence. The split Levinson algorithm is shown to be weakly stable
Keywords :
convergence of numerical methods; polynomials; convergence; error vector; numerical stability; positive-definite real symmetric Toeplitz matrix; predictor polynomial; split Levinson algorithm; Computer errors; Equations; Finite impulse response filter; Fixed-point arithmetic; Floating-point arithmetic; Linear systems; Numerical stability; Reflection; Sufficient conditions; Transfer functions;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1989. ICASSP-89., 1989 International Conference on
Conference_Location :
Glasgow
DOI :
10.1109/ICASSP.1989.266653
