The schur recursion is a mapping from the autocorrelation


The Schur recursion is a mapping from the autocorrelation sequence rx(k) to a set of reflection coefficients.

(a) Write a MATLAB program that implements the Schur recursion. Using the flops command, compare the efficiency of the Schur recursion to the Levinson-Durbin recursion to find the reflection coefficients Γj from an autocorrelation sequence rx(k).

(b) Derive the inverse Schur recursion that produces the autocorrelation sequence rx(k) from the reflection coefficients ΓJ, and write a MATLAB program to implement this recursion. Compare the efficiency of the inverse Schur recursion to the inverse Levinson Durbin recursion to find the autocorrelation sequence from the reflection coefficients.

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Basic Statistics: The schur recursion is a mapping from the autocorrelation
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