Stable time- and order-recursive algorithm for the adaptive lattice filter

For the finite given data case, the time- and order-recursive algorithms for a typical lattice implementation of a prediction error filter is presented. Since the reflection coefficients of such lattice filter can be guaranteed to be less or equal to one by Burg´s method in the spectral estimation, it is therefore stable. Combining Burg´s idea with the geometrical formulation leads to a set of order-update and time-update recursions.