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== Levinson-Durbin Algorithm ==

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<sub>m</sub>'' using the tap-weight vector of a lower-order filter, ''a<sub>m-1</sub>'':

:<math>\mathbf{a}_m = \begin{bmatrix}\mathbf{a}_{m-1} \\ 0 \end{bmatrix} + \kappa_m \begin{bmatrix}0 \\ \mathbf{a}^{B*}_{m-1}\end{bmatrix}</math>

In scalar form, this equation becomes:

:<math>a_{m,k} = a_{m-1,k-1} + \kappa_m a_{m-1,m-k}</math>

== Lattice Predictors ==

=== Benefits ===