Consider the following Yule–Walker equations: where: The Levinson–Durbin algor...

Consider the following Yule–Walker equations: where:

The Levinson–Durbin algorithm provides the following recursive solution for the normal equation

where is the backward version of Note that for vectors, the model order is shown in the subscript; but for scalars, the model order is shown in the superscript.

Now consider the following normal equation: where

Show that the recursive solution for