LEVINSON-DURBIN RECURSION
The prediction coefficients can be efficiently computed for the autocorrelation method using the Levinson-Durbin recursion: This recursion gives us great insight into the linear prediction process. Let us examine a simple example in which we compute a second order model: This reduces the LP problem to O(p) complexity and saves an order of magnitude in computational complexity. This calculation also makes the process amenable to fixed-pint digital signal processors and microprocessors.