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Levinson recursion

Levinson recursion or Levinson–Durbin recursion is a procedure in linear algebra to recursively calculate the solution to an equation involving a Toeplitz matrix. The algorithm runs in Θ(n2) time, which is a strong improvement over Gauss–Jordan elimination, which runs in Θ(n3).

Derivation, Overview & Block Levinson algorithm

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Overview

Derivation

Block Levinson algorithm

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Map overview Semantic statistics

Levinson recursion

Nodes24
Edges23
Triples7
Avg. degree1.92
Density0.083333
Components1

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Levinson recursion

Top relations

related to Block Levinson algorithm · 6
Levinson recursion → Block Toeplitz, If, Levinson, MIMO, Musicus, Toeplitz
see also · 1
Levinson recursion → Split Levinson

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Important terminology

levinson algorithm toeplitz matrix vector recursion vectors backward forward matrices durbin solution first linear displaystyle equation systems algorithms fast block

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Levinson recursionrelated to Block Levinson algorithmIf0.60section
Levinson recursionrelated to Block Levinson algorithmToeplitz0.60section
Levinson recursionrelated to Block Levinson algorithmLevinson0.60section
Levinson recursionrelated to Block Levinson algorithmMusicus0.60section
Levinson recursionrelated to Block Levinson algorithmBlock Toeplitz0.60section
Levinson recursionrelated to Block Levinson algorithmMIMO0.60section
Levinson recursionsee alsoSplit Levinson0.60section

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