An analysis of finite precision effects for the autocorrelation method and Burg's method of linear prediction

New analytical results are derived for quantifying the performance degradation induced by finite precision arithmetic upon the autocorrelation method and Burg's algorithm for linear prediction. Analysis shows that reflection coefficients computed by the FP autocorrelation method have more severe degradation than those computed by the FP Burg algorithm. Finally, experimental results are presented which show very close agreement between the analytical derivations and experimental results.