Cybenko XXXXXXXXXXcontended that the instability attributed to the Levinson–Durbin algorithm really stems from the condition of the problems presented for it to solve. Design a Monte Carlo experiment...

Cybenko (1980) contended that the instability attributed to the Levinson–Durbin algorithm really stems from the condition of the problems presented for it to solve. Design a Monte Carlo experiment to address this issue. Examine the effect on the condition as the largest root of the autoregressive operator approaches unity. Compare Levinson–Durbin, Cholesky, and the methods outlined in Section 4.4.