Multichannel AR / block Levinson API¶
Online MIMO predictor contract¶
MIMOLatticePredictor is a causal vector predictor. Coefficients may be
fitted offline with block_levinson_durbin, but runtime prediction follows a
strict predict-before-update contract:
predictor = lattice_dsp.MIMOLatticePredictor.from_levinson(fit)
y_hat = predictor.predict() # uses only previous vectors
error = predictor.update(y_t) # consumes the current vector afterward
For diagonal reflection matrices, the predictor decomposes into independent one-channel/SISO predictors. For full matrix reflections, previous samples from one channel can help predict another channel.