In certain systems it is very important to calculate quickly an invers
e filter that has a large number of taps. Several approaches to solvin
g normal equations are investigated. One fast method uses conjugate gr
adients in the frequency domain. To enhance this method a fast method
that calculates only linear convolution in conjugate gradients by FFT
is proposed. Simulation results show that the sum of the squares of th
e residual errors of our method is as low as that of the Levinson algo
rithm, which is slower than the method proposed.