MATLAB: Levinson Algorithm

dsp

What are the steps Matlab uses to calculate the Levinson recursion of a sequence:
for example: Rxx=[2 1 0 3 5]
I have looked at the matlab function page and in code in several of the matlab file exchange files and I can't understand how matlab performs this algorithm, if I could see a simple solution I would be able to understand it.
Thank you

Best Answer

Have you tried levinson in MATLAB?
help levinson
BTW I'm not quite sure if I understand your Rxx. Are you referring to a covariance matrix or is this just a sequence?
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