ADAPTIVE BURG-TYPE FILTERING

In this part, I present first the adaptive version of Burg's algorithm as it was first described by Hale (1981). I will try to keep the same notations as those used in the description of the LSL algorithm. Actually, the derivation of this algorithm seems to me more intuitive than mathematically rigorous, but the algorithm is a good approximation of the exact solution. Then, I will slightly modify this algorithm, to use two reflection coefficients as in the LSL algorithm, rather than one as in Burg's formalism. Finally, I will extend the algorithm to the general prediction problem.