A Relationship Between the Levinson Algorithm and the Conjugate Direction Method

Arye Nehorai; Martin Morf

doi:10.1109/TASSP.1983.1164073

A Relationship Between the Levinson Algorithm and the Conjugate Direction Method

Arye Nehorai
, Martin Morf

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

This note provides a connection between the (block) Levinson algorithm and the conjugate direction method (CDM). We Fist present an extension of the scalar CDM to the block matrix case. Then we show how the (block) Levinson recursions can be derived as a special case of the (extended) CDM. This gives a new derivation and interpretation for Levinson's algorithm.

Original language	English
Pages (from-to)	506-508
Number of pages	3
Journal	IEEE Transactions on Acoustics, Speech, and Signal Processing
Volume	31
Issue number	2
DOIs	https://doi.org/10.1109/TASSP.1983.1164073
State	Published - Apr 1983

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10.1109/TASSP.1983.1164073

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title = "A Relationship Between the Levinson Algorithm and the Conjugate Direction Method",

abstract = "This note provides a connection between the (block) Levinson algorithm and the conjugate direction method (CDM). We Fist present an extension of the scalar CDM to the block matrix case. Then we show how the (block) Levinson recursions can be derived as a special case of the (extended) CDM. This gives a new derivation and interpretation for Levinson's algorithm.",

author = "Arye Nehorai and Martin Morf",

year = "1983",

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doi = "10.1109/TASSP.1983.1164073",

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AU - Morf, Martin

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AB - This note provides a connection between the (block) Levinson algorithm and the conjugate direction method (CDM). We Fist present an extension of the scalar CDM to the block matrix case. Then we show how the (block) Levinson recursions can be derived as a special case of the (extended) CDM. This gives a new derivation and interpretation for Levinson's algorithm.

UR - https://www.scopus.com/pages/publications/0020737355

U2 - 10.1109/TASSP.1983.1164073

DO - 10.1109/TASSP.1983.1164073

M3 - Article

AN - SCOPUS:0020737355

SN - 0096-3518

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EP - 508

JO - IEEE Transactions on Acoustics, Speech, and Signal Processing

JF - IEEE Transactions on Acoustics, Speech, and Signal Processing

IS - 2

ER -

A Relationship Between the Levinson Algorithm and the Conjugate Direction Method

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