Levinson-Durbin Adaptive Filter....How?

Started by Vicki May 18, 2005

Steve Underwood wrote:

> Why only semi adaptive? You present data to the Levinson-Durbin > algorithm (or the Schurr one for that matter). It recursively tunes a > set of filter parameters to match the data as best it can. To me that > sounds as adaptive as something like LMS.
It always finds the solution in a number of steps that can be calculated from the size of the problem. I don't really agree that a Toeplitz solver (which is the kernal of Levinson-Durbin) tunes a set of parameters. It iteratively build a solution from successive partial solutions in a fixed number of iterations. Bob -- "Things should be described as simply as possible, but no simpler." A. Einstein
OK, I'm still being a bit thick!

What would anyone recommend as a simple test signal that I could use to
put through the L-D block in simulink and what should I expect as the

If I have only one signal can I put that through the L-D?  I know that
the LD solves for a number of equations/polynomials.  So in simulink,
if I only select output A, I can have a scaler as an input, ie the
first vlaue of my signal.  Or I can buffer the signal and input, say
the first 5 samples and get out 5 values.  I think these then are the
'filter' coefficients.  But if I select to ouput K, I need to have a
vector going in, so I really don't know what K is all about?!

I've run a test using a ramp input.  If I input one value at a time,
then A always outputs 1.  I was thinking that A should be the next
value in the input signal and should also be a ramp, but if A is the
filter coefficients then, 1 convolved with the input signal.... hmm
just gives the input signal value?  Is that what is supposed to happen,
not the next value in the input signal?  Maybe it works better if the
input and thus output is a vector (window of smaples)?  However, the
prediction error, follows the input exactly.... say the input is 3 then
the error is 3 on the same iteration.

The signal(s) I really want to put through this are blood velocity
flows..... obtained from a couple of arteries behind the eye.

Thank you for all your help.