Y. Bistritz, H. Lev-Ari, T. Kailath

Research output: Contribution to journalConference articlepeer-review


Several computationally extra-efficient versions of the Levinson algorithm are presented. The new versions require half the number of multiplications and the same number of additions as the conventional form. The saving is achieved by using three- (rather than two-) term recursions and propagating them in an impedance/admittance domain rather than the conventional scattering domain. The results apply to both Toeplitz and close-to-Toeplitz systems. Moreover, they provide a general method for reducing computational requirements in various recursive algorithms, e. g. , adaptive least-square lattice algorithms.

Original languageEnglish
Pages (from-to)253-256
Number of pages4
JournalProceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
StatePublished - 1986
Externally publishedYes


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