• DocumentCode
    2026438
  • Title

    A new Toeplitz approximation method for linear prediction matrices

  • Author

    Murakami, J. ; Tadokoro, Y.

  • Author_Institution
    Dept. of Inf. & Comput. Sci., Toyohashi Univ. of Technol., Japan
  • Volume
    3
  • fYear
    1993
  • fDate
    27-30 April 1993
  • Firstpage
    460
  • Abstract
    A method for constructing the reduced-rank Toeplitz approximation matrices to the linear prediction matrices of the covariance matrices is proposed. This method uses the power method to reduce the computation time compared with the conventional method. As a practical application, the harmonic retrieval problem is considered in the case of an input data sequence composed of N sinusoids in additive white noise. The effectiveness of the proposed method is confirmed.<>
  • Keywords
    computational complexity; filtering and prediction theory; matrix algebra; white noise; additive white noise; computation time; covariance matrices; effectiveness; harmonic retrieval problem; linear prediction matrices; reduced-rank Toeplitz approximation matrices;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, 1993. ICASSP-93., 1993 IEEE International Conference on
  • Conference_Location
    Minneapolis, MN, USA
  • ISSN
    1520-6149
  • Print_ISBN
    0-7803-7402-9
  • Type

    conf

  • DOI
    10.1109/ICASSP.1993.319534
  • Filename
    319534