As I discuss in the [this answer][1], by far the most popular school of Hindu philosophy is the Vedanta school, which bases its tenets on the doctrines laid out in the Brahma Sutras, a work by the sage Vyasa which summarizes and systematizes the philosophical teachings of the Upanishads. You can read the Brahma Sutras [here][2].  In any case, Adhyaya 3 Pada 3 of the Brahma Sutras describes the Brahma Vidyas, the 32 lessons found in the various Upanishads which can each lead you to Brahman if you meditate upon them.  You can see the full list of 32 Vidyas [here][3].

One of the Brahma Vidyas is known as the Panchagni Vidya, and it's found in the Brihadaranyaka and Chandogya Upanishads.  It deals with the transmigration of souls in the afterlife, both for souls that reincarnate and for souls that go to Brahmaloka.  It was imparted to the sage Uddalaka Aruni and his son Shwetaketu by Pravahana Jaibili, king of Panchala (the kingdom where Draupadi is from). 

But my question isn't about the Panchagni Vidya itself, but rather it's origins.  In [this chapter][4] of the Brihadaranyaka Upanishad, Pravahana tells the sage Uddalaka Aruni that this Vidya has never before been in the possession of Brahmins: 

> The king said: 'Do not be offended with us, neither you nor your forefathers, because this knowledge has before now never dwelt with any Brâhmana.  But I shall tell it to you, for who could refuse you when you speak thus?

Pravahana's statement is given more specificity in [this chapter][5] of the Chandogya Upanishad:

> As (to what) you have said to me, [Uddalaka Aruni], this knowledge did not go to any Brâhmana before you, and therefore this teaching belonged in all the worlds to the Kshatra class alone. 

So my question is, where did Pravahana learn the Panchagni Vidya?  He says that it belonged to the Kshatriyas alone, so was it passed down among the kings of Panchala (similar to how the Bhagavad Gita was orignally passed down among the kings of Ayodhya in the Treta Yuga), or did he get it from some other king?  Are there any scriptures that mention Pravahana's guru?  It would be nice to see Pravahana's whole Guru Paramapara, to trace the exact origins of the Panchagni Vidya.  


  [1]: http://hinduism.stackexchange.com/q/3193/36
  [2]: http://www.advaita.it/library/brahmasutras2.htm
  [3]: http://ramanuja.org/sri/Web/BrahmaVidya
  [4]: http://www.sacred-texts.com/hin/sbe15/sbe15095.htm#
  [5]: http://www.sacred-texts.com/hin/sbe01/sbe01097.htm