The construction of shortest feedback shift registers for a finite sequence S_1,...,S_N is considered over the finite ring Z_{p^r}. A novel algorithm is presented that yields a parametrization of all shortest feedback shift registers for the sequence of numbers S_1,...,S_N, thus solving an open problem in the literature. The algorithm iteratively processes each number, starting with S_1, and constructs at each step a particular type of minimal Gr\"obner basis. The construction involves a simple update rule at each step which leads to computational efficiency. It is shown that the algorithm simultaneously computes a similar parametrization for the reciprocal sequence S_N,...,S_1.

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