> Could someone post a program to calculate the linear prediction
> coefficients for a discrete sequence using the
> levinson-durbin algorithnm?

{ Input:  Array R - Samples of an autocorrelation function, Rx(k)
MM - Dimension of the predictor.

Output: Array a - Predictor coefficients.
Alfa - error variance.
}

CONST
MaxDim = 128;                 { max size of the predictor }

TYPE
AMatrix = ARRAY [0..MaxDim] OF REAL;

PROCEDURE LevinsonDurbin(     R    : AMatrix;  {Autocorrelation martix}
MM   : INTEGER;  {Predictor order}
VAR a    : AMatrix;  {Predictor coefficients}
VAR Alfa : REAL;     {Error variance}

VAR { for LevinsonDurbin}
m            : INTEGER;
b            : ARRAY [0..Max_dim] OF REAL;
km, Alfam, t : REAL;

BEGIN {LevinsonDurbin}
a[0] := 1;            { initialise }
Alfam := R[0];
FOR m := 1 TO MM DO BEGIN
t := R[m];
FOR k := 1 TO m-1 DO
t := t + R[m-k]*a[k];
km := -t/Alfam;
FOR k := 1 TO m-1 DO
b[k] := a[m-k];
FOR k := 1 TO m-1 DO
a[k] := a[k] + km*b[k];
a[m] := km;
Alfam := Alfam*(1 - a[m]*a[m]);
END; { FOR m... }
Alfa := Alfam;

END; { LevinsonDurbin }