Thank you very much for that clear description. That was the problem and it 
is producing the expected results. 

On Monday, April 6, 2015 at 10:53:40 AM UTC-4, ggggg wrote:
>
> I suspect you want 
>
>     ## generate next filter order
>     if i==1
>       a[i] =  g  
>     else
>       a[i-1:-1:1] =   a[i-1:-1:1]-g*a[i-1:-1:1]  # **** this is my problem 
> area*****
>     end
>
> a is first assigned as a Vector{Float64} of length p.  Then you did a=g 
> which assigns a as a Float64 (this is bad for performance as well, since 
> it's not type stable). Then you try to a[1] when i=2, but in Julia (unlike 
> MATLAB, and I assume octave) that is not a valid access.  You want to make 
> sure a stays as a Vector{Float64} the whole time, and while you can change 
> the length if you want, you will probalby be better off if you keep it the 
> same length as well.
>

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