A derivation of the recursive solution to the autocorrelation normal equations [Lecture Notes]
Thomas A. Baran, Alan V. Oppenheim · IEEE Signal Processing Magazine · 2012
ACNE plays an important role in many aspects of signal processing and time series analysis. The recursive solution to these equations presented in this article is developed independently of any specific application context and utilizes the basic principles of LTI systems, resulting in the lattice filter structure as a by-product.