Need help about stability of Levinson-Durbin algorithm in Matlab

Hi, expertises,

I am programming levinson-durbin algorithm in Matlab and desperately find
that it comes out with unstable results, especially for the multivariate
case. Is there any standard, stable matlab pragramme about this algorithm
available for reference? Thanks a lot..


Ken

http://www-ccs.ucsd.edu/matlab/toolbox/signal/levinson.html

kenshen wrote:
> Hi, expertises,
>
> I am programming levinson-durbin algorithm in Matlab and desperately find
> that it comes out with unstable results, especially for the multivariate
> case.

LD recursion is an algorithm to find solutions to linear equations with
special structure.  As such, solutions to linear equations or not
unstable.