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function [ar,sigma2,rc]=lev(r)
//[ar,sigma2,rc]=lev(r)
//Resolve the Yule-Walker equations:
//
// |r(0) r(1) ... r(N-1)|| a(1) | |sigma2|
// |r(1) r(0) ... r(n-1)|| a(2) | | 0 |
// | : : ... : || : |=| 0 |
// | : : ... : || : | | 0 |
// |r(N-1) r(N-2) ... r(0) ||a(N-1)| | 0 |
//
//using Levinson's algorithm.
// r :Correlation coefficients
// ar :Auto-Regressive model parameters
// sigma2 :Scale constant
// rc :Reflection coefficients
//!
// author: C. Bunks date: 24 August 1988
// revised: 9 April 1991
// Copyright INRIA
//get the size of the correlation vector
rsize=maxi(size(r));
r=matrix(r,1,rsize);
//initialize levinson's algorithm
ar=-r(2)/r(1);
rc(1)=ar;
sigma2=(1-ar*conj(ar))*r(1);
//iterative solution to yule-walker equations
for k=2:rsize-1,
ak1(k)=-(r(k+1)+ar(1:k-1)'*r(k:-1:2)')/sigma2;
rc(k)=ak1(k);
ak1(1:k-1)=ar(1:k-1)+ak1(k)*conj(ar(k-1:-1:1));
sigma2=(1-ak1(k)*conj(ak1(k)))*sigma2;
ar=ak1;
end,
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