Efficient solution of a Toeplitz-plus-Hankel coefficient matrix system of equations
G.A. Merchant, Thomas W. Parks · IEEE Transactions on Acoustics Speech and Signal Processing · 1982
There are well-known fast algorithms, such as the Levinson recursion, for solving linear equations with a Toeplitz (or Hankel) coefficient matrix. This paper extends the saving obtained by the Levinson recursion for inversion of a Toeplitz matrix to problems involving the inversion of matrices which are the sum of Toeplitz and Hankel matrices.