## Levinson-Durbin AlgorithmEdit

The **Levinson-Durbin Algorithm** is a direct method to solve the augmented Wiener-Hopf equations for the lattice predictor-error coefficients and the predictor-error power. The Levinson-Durbin algorithm uses the filter coefficients of an order *m* filter to compute the coefficients of an order *m + 1* order filter.

There are two parts to the Levinson-Durbin Algorithm. The first part is a method to compute the tap-weight vector *a _{m}* using the tap-weight vector of a lower-order filter,

*a*:

_{m-1}In scalar form, this equation becomes: