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stability of levinson #2

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mcollaudcoen opened this issue Sep 24, 2020 · 1 comment
Open

stability of levinson #2

mcollaudcoen opened this issue Sep 24, 2020 · 1 comment

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@mcollaudcoen
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put a sanity check to be sure that the first-lag autocorrelation ak is between -1 and 1, because Levinson can be unstable
@fpavogt
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fpavogt commented Oct 2, 2020

It would also be very helpful to have a dedicated tests for the levinson function. It had to be ported to Python, and it would be good to make sure the behaviors is consistent.

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@fpavogt @mcollaudcoen