Digital Signal Processing Chapter 7: Parametric Spectrum Estimation

• rth iteration:⎡⎢⎣1â r,1â r,2.ˆγ r =∑N−1k=12 · N−1 ∑k=re r−1 (k) · b ∗ r−1(k − 1)(|e r−1 (k)| 2 + |b r−1 (k − 1)| 2 )e r (k) = e r−1 (k) − ˆγ r · b r−1 (k − 1) k = r,...,N − 1b r (k) = b r−1 (k − 1) − ˆγ r ∗ · e r−1 (k) k = r, ...,N − 1⎤ ⎡ ⎤ ⎡ ⎤10â r−1,1â ∗ r−1,r−1=â r−1,2.− ˆγ r â ∗ r−1,r−2.→ â r,1 ,..,â r,r⎥ ⎢⎦ ⎣ â r−1,r−1⎥ ⎢⎦ ⎣ â ∗ ⎥r−1,1 ⎦01r∑ r (z) = 1 + â r,ν · z −ν ; ˆσ r 2 = (1 − |ˆγ r−1 | 2 ) · ˆσ r−12â r,r−1â r,rν=1Burg algorithm Page 34