Fast algorithm for Toeplitz Equation

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spweda

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The Levison-Durbin algorithm is a fast algorithm to solve a Toeplitz linear equation. However, it could be used only for a special Toeplitz equation. For a general case, Ta=b, where T is a Toeplitz matrix, what is the fast algorithm to find a? I remembered there was a similar Levison-Durbin algoritm for this genral case, but I forgot.
 

Consult "Digital Signal Processing: Principles, Algorithms and Applications" by Proakis and Manolakis Chp 11 which gives an overview of Levison-Durbin algorithm and its application.
 

You can find the full solution in Rabiner book of Digital Processing of Speech Signals
 

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