lattn
=====

recursive solution of normal equations



Calling Sequence
~~~~~~~~~~~~~~~~


::

    [la,lb]=lattn(n,p,cov)




Arguments
~~~~~~~~~

:n maximum order of the filter
: :p fixed dimension of the MA part. If `p= -1`, the algorithm reduces
  to the classical Levinson recursions.
: :cov matrix containing the `Rk`'s ( `d*d` matrices for a
  d-dimensional process).It must be given the following way
: :la list-type variable, giving the successively calculated
  polynomials (degree 1 to degree n),with coefficients Ak
:



Description
~~~~~~~~~~~

solves recursively on `n` ( `p` being fixed) the following system
(normal equations), i.e. identifies the AR part (poles) of a vector
ARMA(n,p) process

where { `Rk;k=1,nlag`} is the sequence of empirical covariances