The power of a PE filter is that a short filter can often extinguish,
and thereby represent, the information in a long resonant filter.
If the input to the PE filter is a sinusoid,
it is exactly predictable by a three-term recurrence relation,
and all the color is absorbed by a three-term PE filter (see exercises).
Burg's spectral estimation is especially effective in short windows.

Stanford Exploration Project

4/27/2004