Reply by vu3rdd October 17, 20062006-10-17
Sumeet wrote:
> > I am an undergraduate student from India and have taken up Advanced > DSP as my course. I am referring to the book by Proakis and Manolakis. > I have thoroughly read upto filters. However, I find the Linear > Prediction chapter a bit heavy to understand. I find the derivations > diff to understand and would love to see proofs where a bit more of the > intermediate steps too are shown.. Secondly, I'm not even getting a
Levinson-Durbin is a recursive way to solve Yule walker equations. Look up Gram-Schmidt orthogonalization in any Communication/Signal Processing Text Book for more details into the ideas behind LD algorithm.
Reply by Major Misunderstanding October 17, 20062006-10-17
"Vladimir Vassilevsky" <antispam_bogus@hotmail.com> wrote in message
news:kXMYg.11645$TV3.5427@newssvr21.news.prodigy.com...
> > > Sumeet wrote: > > Hello friends, > > > > I am an undergraduate student from India and have taken up Advanced > > DSP as my course. I am referring to the book by Proakis and Manolakis. > > I have thoroughly read upto filters. However, I find the Linear > > Prediction chapter a bit heavy to understand. I find the derivations > > diff to understand and would love to see proofs where a bit more of the > > intermediate steps too are shown.. Secondly, I'm not even getting a > > hang of what Levinson Durbin is actually useful for.. > > Levinson Durbin algorithm is nothing more but the efficient method for > solution of the system of linear equations. It can be applied if the > matrix of the system is Toeplitz. The most typical application is in the > Wiener filtering. > > Vladimir Vassilevsky > > DSP and Mixed Signal Design Consultant > > http://www.abvolt.com >
Normally solves what is known as the Yule-Walker set of equations for an all-pole filter model. Used in LPC analysis for example or spectral analysis,Wiener filters. M. -- Posted via a free Usenet account from http://www.teranews.com
Reply by Vladimir Vassilevsky October 16, 20062006-10-16

Sumeet wrote:
> Hello friends, > > I am an undergraduate student from India and have taken up Advanced > DSP as my course. I am referring to the book by Proakis and Manolakis. > I have thoroughly read upto filters. However, I find the Linear > Prediction chapter a bit heavy to understand. I find the derivations > diff to understand and would love to see proofs where a bit more of the > intermediate steps too are shown.. Secondly, I'm not even getting a > hang of what Levinson Durbin is actually useful for..
Levinson Durbin algorithm is nothing more but the efficient method for solution of the system of linear equations. It can be applied if the matrix of the system is Toeplitz. The most typical application is in the Wiener filtering. Vladimir Vassilevsky DSP and Mixed Signal Design Consultant http://www.abvolt.com
Reply by Sumeet October 16, 20062006-10-16
Hello friends,

   I am an undergraduate student from India and have taken up Advanced
DSP as my course. I am referring to the book by Proakis and Manolakis.
I have thoroughly read upto filters. However, I find the Linear
Prediction chapter a bit heavy to understand. I find the derivations
diff to understand and would love to see proofs where a bit more of the
intermediate steps too are shown.. Secondly, I'm not even getting a
hang of what Levinson Durbin is actually useful for.. If somebody knows
a good tutorial or a pdf where an insight into the topic is given, I
request him to mail me.. We do not have very good profs here and are
reqd to study and understand stuff on our own.
Tks in advance.