Two-step Levinson algorithm for time domain multichannel deconvolution
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A computationally efficient implementation of the Levinson algorithm in two steps that dramatically reduces the computational cost is presented. The algorithm uses the generalised Levinson recursion for block matrices as a first step and the Gohberg-Semencul formula as a second step, saving ~75% in terms of the computational cost for a typical two-channel deconvolution problem.
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