A relationship between the Levinson algorithm and the conjugate direction method
Arye Nehorai, Martin E. Morf · IEEE Transactions on Acoustics Speech and Signal Processing · 1983
This note provides a connection between the (block) Levinson algorithm and the conjugate direction method (CDM). We first present an extension of the scalar CDM to the block matrix case. Then we show how the (block) Levinson recursions can be derived as a special case of the (extended) CDM. This gives a new derivation and interpretation for Levinson's algorithm.