Commentary on the denominator recursion for Burg´s block algorithm

An order-recursive form for the denominator in the equation for the reflection coefficients in Burg´s block algorithm was originally presented by N. Andersen in 1978, although its derivation was not given. This recursion was later repeated in a tutorial paper by Kay and Marple, also without derivation, but with data and error indexing defined differently. This letter shows a derivation of the denominator recursion using the notation defined in the latter work and demonstrates that the recursion given there is incorrect. A computer program written in the C language is also presented which implements Burg´s algorithm, and includes references to specific equations from the latter work.