Why does the LEVINSON function not require the auto-correlation value R(0) in Signal Processing Toolbox 6.9 (R2008a)?

The "Algorithm" section of the documentation for the LEVINSON function says:

 levinson solves the symmetric Toeplitz system of linear equations ...

 where r = [r(1)  ... r(n+1)] is the input auto-correlation vector

Clearly, the zeroth lag correlation value should be a part of the calculation, but it does not appear in the input vector "r".

Answer 1

[MathWorks Support Team]

This change has been incorporated into the documentation in Release 2009b (R2009b). For previous releases, read below for any additional information:

The documentation is using MATLAB-style indexing for the input auto-correlation vector "r", as "r(1)" actually refers to the first element of the auto-correlation vector "r", which is the zeroth lag correlation value.

This is further confirmed by typing

help levinson

 at the MATLAB prompt, as the following text is displayed:

 Input R is typically a vector of auto-correlation coefficients with lag 0 as the first element.