Title :
QR factorization of confluent Vandermonde matrices
Author :
Demeure, Cédric J.
Author_Institution :
Thomson-CSF, Jennevilliers, France
fDate :
10/1/1990 12:00:00 AM
Abstract :
An algorithm for computing the QR factors of a complex column confluent Vandermode matrix V of dimension m×n is introduced. The complexity of the algorithm is O(mn). Such an algorithm allows for a saving of an order of magnitude when solving systems involving such a matrix in the least squares sense. Such matrices occur when estimating the amplitude of complex exponentials (as in linear systems impulse response), and some modes are repeated
Keywords :
computational complexity; matrix algebra; signal processing; QR factorization; confluent Vandermonde matrices; signal processing; Acoustic signal processing; Amplitude estimation; Equations; Least squares methods; Linear systems; Polynomials; Radar signal processing; Signal processing algorithms; Signal to noise ratio; Speech;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
