| |
| | [No title] (Site not responding. Last check: 2007-10-18) |
 | | -- ----------------------------------------------------------------------------- module Matrix.Levinson (levinson) where import Data.Array import Data.Complex -- * Functions -- Section 6.3.3 in Kay, formulas 6.46--6.48 -- TODO: rho is typing as complex, but it is real -- TODO: add stepdown function -- TODO: some applications may want all model estimations from [1..p] -- |
 | | 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. |
 | | levinson :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -- ^ r -> a -- ^ p -> (Array a (Complex b),b) -- ^ (a,rho) levinson r p = (array (1,p) [ (k, a!(p,k)) |
| haskelldsp.sourceforge.net /Matrix/Levinson.hs (213 words) |
|