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Levinson-durbin solution of the autocorrelation lp equations

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Reference no: EM131588551

Question: One of the useful features of the Levinson-Durbin solution of the autocorrelation LP equations is that the reflection coefficient generated at the fth step, K(f;m), is theoretically bounded as

|K(l;m)| ≤ 1

This property allows a check for numerical stability of the computation at each step. Verify that is a necessary condition for stability. [For sufficiency, see (Markel and Gray, 1976).]

Reference no: EM131588551

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