Given a tall non square Toeplitz Matrix $ H $, how could one solve:
$$ y = H x $$
In the general case it would be generated by (MATLAB Code):
numRows = 10; %<! Or any other number
numCols = 20; %<! Or any other number larger than 'numCols'
vR = randn(numRows, 1);
vC = randn(numCols, 1);
mH = toeplitz(vC, vR);
Since the Matrix is tall (Not square), I'm after the least squares solution:
$$ \arg \min_{x} {\left\| H x - y \right\|}_{2}^{2} $$
I have implemented the Levinson Recursion for the square case yet I'd like to know if there is an extension to it for the case the Toeplitz matrix isn't square.