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This note presents an approach to the solution of a system of Toeplitz normal equations, based on using iterative techniques, the circulant matrices and the fast Fourier transform algorithm. The number of computations required and the roundoff errors associated with this method are discussed. The merits and demerits of this approach are compared with the Trench's algorithm.
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Yarlagadda et al. (1980) studied this question.
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