• Autocorrelation method
  
  
  • the signal is windowed by N-point window for autocorrelation method which results in Toeplitz resulting matrix leading to one type of solution for predictor coefficients
  • the stability of the system H(z) is guaranteed

• Covariance method
  
  
  • the signal is assumed to be known for the set of values (-p, N-1) for covariance method which results in symmetric matrix instead of Toeplitz matrix
  • the stability of the system can not be guaranteed