In special ly , the est imat ion of power spectra1 densi ty ( psd ) can be get in burg method which estimate reflection coefficient firstly , then get the ar parameter est imat ion usi ng the levinson recursion 用递推方法对不同阶的预测是通过使预测误差功率的估计值达到极小,从而得到反射系数估计值的,最终得到功率谱估计值。
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).