Journal of computational and applied mathematics vol:11 issue:1 pages:103-118
The algorithms of Levinson-Schur and Nevanlinna-Pick are briefly reviewed. Both produce least squares predictive filters. By minimizing the least squares error with respect to the interpolation points of the Nevanlinna-Pick algorithm we find the transmission zeros of an ARMA filter. It is shown by some simple examples that this is an ill conditioned problem.