On the recursive solution to the normal equations: Some other results

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The recursive solution of the autocorrelation normal equations was recovered in a recent article by Baran and Oppenheim [1]. The algorithm they obtained is slightly different from the one currently described in the literature [9]. However, they did not reallize the importance of the difference. I discovered it almost 30 years ago [4], [6] and used it to propose a modified Burg method as alternative to the well-known Burg method [2] that emerged directly from the classic Durbin-Levinson algorithm. In fact, the solution of the normal equations Baran, Oppenheim, and I obtained leads to predictors that are different from those acquired with the classic Durbin-Levinson algorithm. We will see the difference by looking into the recursions verified by the corresponding prediction error filters.

Original languageEnglish
Article number6739188
Pages (from-to)140-142
Number of pages3
JournalIeee Signal Processing Magazine
Issue number2
Publication statusPublished - Mar 2014


  • Signal processing
  • Burg methods
  • Normal equations
  • Prediction error filter
  • Recursions
  • Recursive solutions


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