Finite precision analysis of the lattice and the Schur algorithms for the autocorrelation method of linear prediction

The authors study the finite arithmetic properties of the Schur and the lattice recursions. They derive the error variance of the reflection coefficient at each stage of each algorithm and present experimental results which agree very closely with the analytical results. They also show that the lattice recursions have a significant accuracy advantage over the Schur recursions when the problem is ill-conditioned or, equivalently, when the absolute values of the reflection coefficients are close to one