For a Toeplitz matrix A, prove the update for                              sn = 1T A−1 n 1 described in XXXXXXXXXXas sn+1 = sn XXXXXXXXXX1Tb(n)) 2 /dn+1. (Hint: Two routes are available; either follow...

For a Toeplitz matrix A, prove the update for

                             sn = 1T A−1 n 1 described in (4.5.9) as sn+1 = sn + (1 + 1Tb(n)) 2 /dn+1.

(Hint: Two routes are available; either follow the Levinson–Durbin algorithm with righthand side vector 1, or show directly using the formula for the inverse of a partitioned matrix.)