∑akR(i-k)=R(i) R(0)F(1) R(P-1)a4「R(1) R(1)R(0) R(P-2)a2R(2) R(p-1)R(p-2) R(0) R(p)」 Eon=r(O) akR(k) Durbin迭代算法公式: E0=R(0) ap=R(P)-∑ q-1)队(P-4川/E (P)=ap-1)→naD,) (k=1,2…,(Pp-1)) En=(I-aDe = − = P k k a R i k R i 1 ( ) ( )             − − − − ( 1) ( 2) ... (0) ... (1) (0) ... ( 2) (0) (1) ... ( 1) R p R p R R R R p R R R p             =             ( ) ... (2) (1) ... 2 1 R p R R a a a p (*)  = = − p k Eop R akR k 1 (0) ( ) (**) Durbin 迭代算法公式： 1 2 ( ) ( 1) ( 1) ( ) 1 1 1 ( 1) 0 (1 ) ( 1,2...,( 1)) [ ( ) ( )]/ (0) − − − − − = − − = − = − = − = = − − =  p p p p p p k p k p k p p p p k p p p k E a E a a a a k p a a a R p a R p k E E R