Title :
Effective adaptive Pisarenko spectrum estimate
Author :
Yu Hu ; Chou, Pin-Kuan
Author_Institution :
Southern Methodist University, Dallas, Texas
Abstract :
In this paper, we present a new method for real time computation of the Pisarenko´s spectrum estimates [1]. This method makes use of subspace iteration technique and Rayleigh-Ritz procedure to find the extreme eigenvector of a symmetric matrix. When apply to Pisarenko´s high resolution spectrum estimation problem, the proposed method can update the minimum eigenvector adaptively and make real time processing possible.
Keywords :
Computational efficiency; Covariance matrix; Frequency estimation; Iterative algorithms; Iterative methods; Least squares approximation; Optimization methods; Search methods; Spectral analysis; Symmetric matrices;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
DOI :
10.1109/ICASSP.1986.1169006
