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Topic: Levinson recursion


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  Levinson recursion - Wikipedia, the free encyclopedia
Levinson recursion is a mathematical procedure which recursively calculates the solution to a Toeplitz matrix.
The former algorithm, is often called the Levinson-Durbin recursion and the latter, the solution of arbitrary Toeplitz equations, the Levinson recursion.
The algorithm, called the split Levinson-Durbin algorithm, uses a three term recursion instead of the two term recursion in conventional Levinson recursion.
en.wikipedia.org /wiki/Levinson_recursion   (357 words)

  
 levinson recursion   (Site not responding. Last check: 2007-10-18)
It was proposed by Norman Levinson in 1947 and later improved by Durbin 1960.
To illustrate the basics of the Levinson algorithm, first define the principal sub-matrix as the upper left block of.
While the Levinson-Durbin recursion has the complexity of, it is possible to further improve the algorithm to reduce complexity by half.
www.yourencyclopedia.net /levinson_recursion.html   (383 words)

  
 Linear prediction - Wikipedia, the free encyclopedia
The Gauss algorithm for matrix inversion is probably the oldest solution but this approach does not efficiently use the symmetry of R and r.
A faster algorithm is the Levinson recursion proposed by Norman Levinson in 1947, which recursively calculates the solution.
Later, Delsarte et al. proposed an improvement to this algorithm called the split Levinson recursion which requires about half the number of multiplications and divisions.
www.wikipedia.org /wiki/Linear_prediction   (413 words)

  
 Levinson recursion - Wikpedia   (Site not responding. Last check: 2007-10-18)
It was proposed by Norman Levinson in 1947, improved by Durbin in 1960, and given a matrix formulation requiring 4n^2 multiplications by W. Trench in 1964.
To illustrate the basics of the Levinson algorithm, first define the p\times p principal sub-matrix T_p as the upper left block of \mathbf T.
While the Levinson-Durbin recursion has the complexity of O(n^2), it is possible to further improve the algorithm to reduce complexity by half.
www.bostoncoop.net /~tpryor/wiki/index.php?title=Levinson_recursion   (496 words)

  
 Levinson recursion Definition / Levinson recursion Research   (Site not responding. Last check: 2007-10-18)
Levinson recursion is a mathematicalMathematics is commonly defined as the study of patterns of structure, change, and space; further informally, one might say it is the study of "figures and numbers".
It was proposed by Norman Levinson in 1947 Events January January 1 - British mines nationalized January 1 - Nigeria gains limited autonomy January 1 - The Canadian Citizenship Act went into effect January 3 - Proceedings of the U.S. Congress are televised for the first time.
Levinson recursion is a simplified method for solving normal equations.
www.elresearch.com /Levinson_recursion   (286 words)

  
 recursion
Recursion is a way of specifying a process by means of itself.
Mathematical linguist Noam Chomsky produced evidence that unlimited extension of a language such as English is possible only by the recursive device of embedding sentences in sentences.
Functions whose domains can be recursively defined can be given recursive definitions patterned after the recursive definition of their domain.
www.fact-library.com /recursion.html   (973 words)

  
 Encyclopedia: Levinson recursion   (Site not responding. Last check: 2007-10-18)
Norman Levinson (August 11, 1912 - October 10, 1975) was an American mathematician.
In mathematics, Gaussian elimination or Gauss-Jordan elimination, named after Carl Friedrich Gauss and Wilhelm Jordan (for many, Gaussian elimination is regarded as the front half of the complete Gauss-Jordan elimination), is an algorithm in linear algebra for determining the solutions of a system of linear equations, for determining...
split Levinson recursion, linear prediction Linear prediction is a mathematical operation where future values of a digital signal are estimated as a linear function of previous samples.
www.nationmaster.com /encyclopedia/Levinson-recursion   (666 words)

  
 Serebella Contents Levin---Levinson recursion   (Site not responding. Last check: 2007-10-18)
(for n > 0) or 1 (for n 0) defines the factorial function using recursion.
The image below was generated using recursion, embedding a (former) image of this page in the image itself, then reducing this in size and embedding it in the image itself, and so on.
It uses material from the Wiktionary page "Recursion".
www.serebella.com /encyclopedia/contains-249088-249091-Levin-Levinson_recursion.html   (135 words)

  
 Ephilosopher :: Metaphysics and Epistemology :: Is our thought discrete?   (Site not responding. Last check: 2007-10-18)
Recursiveness is not just a property of language, but of most symbolic systems.
Linguistic entities are finite, but language is infinite- that is to say that the grammar of a language is a set of rules, re-write rules and movement operators which allow a language to produced that is non-finite (AKA- infinite).
Moreover, if you consider the sequence of positive integers as being a base case of 1 followed by a recursive successor function, then the sequence of positive integers is infinite and recursive, yet each element of the sequence is discrete.
www.e-philosopher.com /phpBB_14-action-viewtopic-mode-viewtopic-topic-1455-start-15.html?POSTNUKESID=a1ca1c5573b2849fe18b6dbb0cb5e956   (1464 words)

  
 Generalized Stochastic Subdivision
An approach to determining the neighborhood size suggested in the estimation literature is to increase the size until the expected error variance (7) is reduced below a specified threshold.
More serious anomalies can be expected if the subdivision recursion level is used to vary the resolution of a noise whose spectrum slope is flat or increasing at some scales, such as may be produced with the generalized subdivision technique.
Levinson, N. The Wiener RMS (root mean square) error criterion in filter design and prediction.
www.idiom.com /~zilla/Work/Gsd/gsd.html   (8116 words)

  
 Barry Levinson
Barry Levinson (born April 6, 1942 in Baltimore, Maryland) is an American screenwriter, film director, and producer of film and television.
All four movies were written and directed by Barry Levinson himself; for the last two he also acted as producer.
Levinson married his writing collaborator Valerie Curtin in 1975.
www.kiwipedia.com /en/barry-levinson.html   (364 words)

  
 Toeplitz matrix - Wikipedia, the free encyclopedia
These matrices have uses in computer science because it can be shown that the addition of two Toeplitz matrices can be done in O(n) time and the matrix multiplication of two Toeplitz matrices can be done in O(n log n) time.
Toeplitz systems of form Ax = b can be solved by Levinson recursion.
They are also closely connected with Fourier series, because the multiplication operator by a trigonometric polynomial, compressed to a finite-dimensional space, can be represented by such a matrix.
www.wikipedia.org /wiki/Toeplitz_matrix   (232 words)

  
 LEVINSON RECURSION
It may be shown to be equivalent to a recurrence relation in orthogonal polynomial theory.
Levinson developed his recursion with single time series in mind (the basic idea was presented in Section 3.3).
It is very little extra trouble to do the recursion for multiple time series.
sepwww.stanford.edu /sep/prof/toc_html/toc_html/fgdp/c7/paper_html/node6.html   (212 words)

  
 [No title]   (Site not responding. Last check: 2007-10-18)
R is a vector of autocorrelation coefficients, starting with lag 0 as the first element.
N is the order of the recursion; A will be a length N+1 row, with A(1) = 1.
R(1) ] [ A(N+1) ] = [ -R(N+1) ] If N is not large, LEVINSON will use the \ function to solve this system, which is faster than the Levinson-Durbin recursion because of its higher overhead.
www.ece.gatech.edu /research/DSP/courses/ee2200/matlab/10.signal/levinson.html   (148 words)

  
 Citations: Root-Mean-Square) Error Criterion in Filter Design and Prediction - Levinson, RMS (ResearchIndex)   (Site not responding. Last check: 2007-10-18)
Levinson, The Wiener RMS (root mean square) error criterion in filter design and prediction, Journal of Mathematics and Physics, 25 (1947), pp.
These algorithms are related to recursions of Szego [74] for polynomials orthogonal on the unit circle.
In practice, the so called reflection coefficients required in the Levinson recursions are calculated by the Schur algorithm [41] originally proposed by Schur [43] as a means for testing whether or not a function is bounded positive real (or Caratheodory as it is known in some literature)....
citeseer.ist.psu.edu /context/19172/0   (2985 words)

  
 [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)

  
 Linear prediction   (Site not responding. Last check: 2007-10-18)
Gauss algorithm for matrix inversion is probably the solution but this approach does not efficiently the symmetry of R and r.
A faster algorithm is the Levinson recursion proposed by N. Levinson in 1947 recursively calculates the solution.
Later Delsarte et proposed an improvement to this algorithm called split Levinson recursion which requires about half number of multiplications and divisions.
www.freeglossary.com /Linearprediction   (501 words)

  
 [No title]   (Site not responding. Last check: 2007-10-18)
The excitation gain is computed once per vector, and the synthesis and perceptual weighting filter coefficients are found once per adaptation cycle.
The hybrid window module place a window on the previous speech vectors and calculates the first 11 autocorrelation coefficients of the windowed speech signal.
The Levinson-Durbin recursion converts the autocorrelation coefficients to predictor coefficients, which are the used to calculate the coefficients for the weighting filter.
www.ece.cmu.edu /~ee899/project/jan_fin.html   (682 words)

  
 The Levinson Recursion and Matlab Code   (Site not responding. Last check: 2007-10-18)
If the normal equations have the Toeplitz structure, the system can be solved a cheaper way by using Levinson algorithm.
Levinson algorithm starts 2 x 2 system, it solves the problem step by step.
The first we need to write the error equations.
utam.gg.utah.edu /~mzhou/course/gg5320/final/Levinson/ppt/sld006.htm   (43 words)

  
 Levinson in Comp.DSP
Hello I am looking for a _stable_ algorithm that performs better in terms of speed than the levinson-durbin recursive algorithm.
Hi, I am desperatly looking for a generalized Levinson algorithm that can cope with complex autocorrelation values and giving complex filter coefficients...
Hi, I am using an autocorrelatoin method using the Levinson recursion.
www.dsprelated.com /comp.dsp/keyword/Levinson.php   (497 words)

  
 Citations: The Wiener rms error criterion in filter design and prediction - Levinson (ResearchIndex)   (Site not responding. Last check: 2007-10-18)
....is the Itakura Saito lattice algorithm [9] 13] 2] In the frequency domain it becomes Szego s recursion [15] for orthogonalizing polynomials with respect to a measure on the unit circle.
Levinson, The Wiener RMS error criterion in filter design and prediction, Journal of Mathematical Physics, 25 (1947), pp.
Levinson, "The Wiener RMS error criterion in filter design and prediction," J. Math.
citeseer.ist.psu.edu /context/491290/0   (1153 words)

  
 Repetición de Levinson   (Site not responding. Last check: 2007-10-18)
La repetición de Levinson es un procedimiento matemático que calcula recurrentemente la solución a una matriz de Toeplitz.
Fue propuesta por norman Levinson en 1947 y más adelante mejorada por Durbin 1960.
Una primera mejoría a la eliminación gaussian es la repetición de Levinson que se puede aplicar a los sistemas simétricos de Toeplitz.
www.yotor.net /wiki/es/re/Repetici%F3n%20de%20Levinson.htm   (343 words)

  
 DSP Project-II
The error obtained is equal to the variance of the White noise and the G(2+1)th coefficient comes out to be zero.
Use that Autocorrelation in the Levinson Durbin's recursion to generate the parameters of the all-pole filter.
Obtain the deterministic Autocorrelation of x(n) and pass it into the Levinson Durbin recursion algorithm
www.cfar.umd.edu /~namrata/reports/dsp_proj2.html   (915 words)

  
 Levinson-Durbin (DSP Blockset)
Solve a linear system of equations using Levinson-Durbin recursion.
One application of the Levinson-Durbin formulation above is in the Yule-Walker AR problem, which concerns modeling an unknown system as an autoregressive process (or all-pole IIR filter) with assumed white Gaussian noise input.
In the Yule-Walker problem, the use of the signal's autocorrelation sequence to obtain an optimal estimate leads to an equation of the type shown above, which is most efficiently solved by Levinson-Durbin recursion.
www.rrz.uni-hamburg.de /RRZ/Software/Matlab/HTML-Dokumentation.5-2/toolbox/dspblks/levinsondurbin.html   (373 words)

  
 rlevinson (Signal Processing Toolbox)
The reverse Levinson-Durbin recursion implements the step-down algorithm for solving the following symmetric Toeplitz system of linear equations for r, where r =
(j) is the jth coefficient of the ith order prediction filter polynomial (i.e., step i in the recursion).
The reflection coefficients are the conjugates of the values in the first row of
www.eecs.umich.edu /dco/faq/matlab-6.5/help/toolbox/signal/rlevinson.html   (269 words)

  
 LEVINSON   (Site not responding. Last check: 2007-10-18)
Search the LEVINSON Family Message Boards at Ancestry.com (if available).
Search the LEVINSON Family Resource Center at RootsWeb.com (if available).
Find graves of people named LEVINSON at Find-a-Grave.com (or add one that you know).
www.worldhistory.com /surname/US/L/LEVINSON.htm   (73 words)

  
 [No title]   (Site not responding. Last check: 2007-10-18)
Network Working Group E. Levinson Request for Comments: 2387 August 1998 Obsoletes: 2112 Category: Standards Track The MIME Multipart/Related Content-type Status of this Memo This document specifies an Internet standards track protocol for the Internet community, and requests discussion and suggestions for improvements.
Levinson Standards Track [Page 1] RFC 2387 Multipart/Related August 1998 Responsibility for the display or processing of a Multipart/Related's constituent entities rests with the application that handles the compound object.
These relationships are often represented by links internal to the object's components that Levinson Standards Track [Page 2] RFC 2387 Multipart/Related August 1998 reference the other components.
www.faqs.org /rfc/rfc2387.txt   (1780 words)

  
 recursion - ResearchIndex document query   (Site not responding. Last check: 2007-10-18)
type analysis [13, 14] in the form of structural recursion on types at both the term and the type level.
for implication of full path constraints, where recursion is present in the form of the Kleene closure.
The length of a derivation \Xi is defined by recursion on its height as follows: i) It is 1 if \Xi a descent, and, thereby, to perform a general recursion over objects containing bound variables that
citeseer.ist.psu.edu /cis?q=recursion   (847 words)

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