On 10/24/06, Tobias Bengtsson <to...@to...> wrote:
>
> Hi
>
> I wish to do some Linear Predictive Coding, using durbin-levinson,
> covariance, autocorrelation or lattice method algoritms.
> However I don't know anything on digital signal processing, neither am I
> a star at math.
>
> I've ported http://www.phon.ucl.ac.uk/courses/spsci/dsp/lpc.html to
> python, but I couldn't get it to work, that was ported from fortran.
Quick and dirty: make a matrix A whose column are the data (d) delayed by 1,
2, 3... units respectively, then use least squares to solve the equation
Ax=d. Durbin-Levinson, nee Levinson, is just an efficient way to do this
using knowledge of the special structure of the problem.
Does scipy/numpy contain the means to help me?
Don't know.
Chuck
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