Title :
A fast recursive least-squares with a weighting factor based an a 2-D NSHP AR model and its application to spectral estimation
Author :
Horita, Eisuke ; Nishikawa, Kiisa ; Miyanaga, Yoshikazu
Author_Institution :
Fac. of Eng., Kanazawa Univ., Japan
Abstract :
This paper proposes a fast RLS based on a two-dimensional AR model in order to estimate a power spectrum of signals about time and space. The proposed method introduces a non-symmetric half plane (NSHP) model and an exponential weighting factor about time. Moreover, the calculation cost of the conventional FRLS is reduced
Keywords :
autoregressive processes; least squares approximations; recursive estimation; signal processing; spectral analysis; time-domain analysis; 2-D NSHP AR model; 2D signals; FRLS; calculation cost; exponential weighting factor; fast RLS; fast recursive least-squares; nonsymmetric half plane model; power spectrum; space; spectral estimation; time; Costs; Equations; Integrated circuit modeling; Kalman filters; Microphones; Power engineering and energy; Recursive estimation; Resonance light scattering; Two dimensional displays;
Conference_Titel :
Digital Signal Processing Workshop Proceedings, 1996., IEEE
Conference_Location :
Loen
Print_ISBN :
0-7803-3629-1
DOI :
10.1109/DSPWS.1996.555530
