Hi,
we've done some work to our 'Spectral Estimation Toolbox' and added
Burg's algorithm for spectral estimation. It's all on CGRAN, see
https://www.cgran.org/wiki/SpecEst
Things aren't 100% perfect, probably due to the high number of
multiplications numerical accuracy is sometimes a bit off when compared
to Matlab and Octave (which are quite different themselves!), but it
works nicely so far when all you want to do is estimate spectra.
One of our students rigged a demo in which a narrow-band signal was
nicely tracked by the algorithm; I'll hopefully add that soon along with
GRC bindings.