Hello experties, I'm using Durbin-Levinson algorithm to calculate the inverse impulse response of a given impulse response h in the time domaine. The algorithm requires three input parameters: - Impulse response h - The delay time of the inverse impulse response of h - The length of the inverse impulse response Is there any methode to estimate The delay time and the length of the inverse impulse response which leads to an acceptable output(inverse impulse response of h) of the algorithm? ps:For some values of the delay and the length of inverse impulse response, the output of the algorithm is false! Thank you very much for any suggetion or idea! ------- Stef

# Input parameters of Levinson-Durbin algorithm

Started by ●May 7, 2006

Reply by ●May 8, 20062006-05-08

stef wrote:> Hello experties, > I'm using Durbin-Levinson algorithm to calculate the inverse impulse > response of a given impulse response h in the time domaine. > The algorithm requires three input parameters: > - Impulse response h > - The delay time of the inverse impulse response of h > - The length of the inverse impulse response > > Is there any methode to estimate The delay time and the length of the > inverse impulse response which leads to an acceptable output(inverse > impulse response of h) of the algorithm?This seems to be a general implemenntation of the Levinson recursion? For the "usual" AR estimation problem, the delay ought to be 1. Apart from that, the impulse response h is given and you will have to find what length is needed to get OK results.> ps:For some values of the delay and the length of inverse impulse > response, the output of the algorithm is false!Sure. Data processing is a highly subjective dicipline. The outcome of depends entirely on the choises you and I make as operators. You choose one length fro the impulse response, I choose another. The results for the inverse filter are different. You choose the AIC order estimator, I choose the MDL order estimator. The results are different. It is a very common misconception, possibly due to all the fancy maths floating around in data processing labs, that there is one "right" way of doing things, and that it is possible to process the data so as to obtain the "truth" about whatever experiment or measurement. No such "right way" or "truth" exists. Only alternatives and choises. Rune