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
Link To Document