Question: Explain Burg Algorithm for calculation of prediction coefficients.

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Burg's algorithm can be stated as:

(i) Set $ f_0(n) = g_0(n) = x(n) $

(ii) Compare $ k_1 = \alpha_1(1) $

(iii) Find the value of $ f_1(n), g_1(n) $

(iv) Set i = 2.

(v) Find $ k_i = \alpha_i(i) $

(vi) Find $ \alpha_j(i) $ for j = 1,2,3,...,(i-1)

(vii) Find $ f_i(n), g_i(n) $

(viii) Set i = (i + 1)

(ix) if i $\leq$ p, go to step (v)

(x) End.

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