New algorithm for solving block matrix equations with applications in 2-D AR spectral estimation

Author

Tummala, Murali

Author_Institution

Dept. of Electr. & Comput. Eng., US Naval Postgraduate Sch., Monterey, CA, USA

Volume

39

Issue

3

fYear

1991

fDate

3/1/1991 12:00:00 AM

Firstpage

759

Lastpage

764

Abstract

The author presents an iterative algorithm to solve Toeplitz and non-Toeplitz block matrix equations. The development is based upon some well-known matrix iterative techniques. The algorithm is developed for the ideal case where the individual blocks in the autocorrelation matrix are Toeplitz, and it is then extended to a more general least squares data formulation case. It is shown that the algorithm requires fewer computations than the direct matrix inversion methods and is very simple to implement. The algorithm is applied to compute the spectral estimates of 2-D data of very small size based on the least squares data formulation with a quarter plane support

Keywords

iterative methods; matrix algebra; parameter estimation; spectral analysis; 2-D AR spectral estimation; Toeplitz equations; autocorrelation matrix; block matrix equations; iterative algorithm; least squares data formulation; nonToeplitz equations; quarter plane support; Autocorrelation; Computer errors; Equations; Least squares approximation; Least squares methods; Nonlinear filters; Sensor arrays; Signal processing; Wiener filter;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.80868

Filename

80868