This preview shows page 1. Sign up to view the full content.
Unformatted text preview: R xx  R xx  R xx  ...R xx [ p ] R xx  R xx  R xx  ...R xx [ p-1] . . . . . . . . . . . . R xx [ p ] R xx [ p-1] R xx [ p-2] ...R xx  1 a p  a p  . . . a p [ p ] = 2 v . . . . (3) In a compact matrix form we can rewrite this system as: R xx a = 2 v 1 , This equation system forms the basis for the LevinsonDurbin recursion and will also be the basis for the development of adaptive lattice structures later in the course....
View Full Document
- Fall '11