A new algorithm, based upon a lattice formulation, is presented for linear prediction. The output of the algorithm is the reflection coefficients that guarantee the stability of the all-pole model. The equations are derived that compute the covariance of the residuals recursively at each prediction stage, and in processing of computing that eqations, the reflection coefficients are estimated without computing the predictor coefficients. Comparing with covariance-lattice method, it can be said that the new algorithm reduce the number of computations to about half and is more efficient for fitting of the high-order model.