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Levinson recursion
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== Block Levinson algorithm == If '''''M''''' is not strictly Toeplitz, but [[block matrix|block]] Toeplitz, the Levinson recursion can be derived in much the same way by regarding the block Toeplitz matrix as a Toeplitz matrix with matrix elements (Musicus 1988). Block Toeplitz matrices arise naturally in signal processing algorithms when dealing with multiple signal streams (e.g., in [[System analysis#Characterization of systems|MIMO]] systems) or cyclo-stationary signals.
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