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 ] = σ 2 v . . . . (3) In a compact matrix form we can rewrite this system as: R xx a = σ 2 v ² 1 , This equation system forms the basis for the Levinson–Durbin recursion and will also be the basis for the development of adaptive lattice structures later in the course....
View Full Document
This note was uploaded on 12/02/2011 for the course AR 107 taught by Professor Gracegraham during the Fall '11 term at Montgomery College.
- Fall '11