Title :
Efficient conjugate directions method for adaptive eigen-spectrum estimation
Author :
Davila, Carlos E. ; Welch, Ashley J. ; Rylander, H.G., III
Author_Institution :
Dept. of Electr. & Comput. Eng., Texas Univ., Austin, TX, USA
Abstract :
Two new algorithms for computing the V.F. Pisarenko (1973) eigen-spectrum of sinusoids in additive white noise are described. The first involves a Gram-Schmidt orthogonalization in an appropriately defined Hilbert space of the backward prediction error filters associated with the data correlation matrix. This first algorithm may be viewed as a conjugate directions algorithm. The second algorithm involves a Gram-Schmidt orthogonalization of the columns of the identity matrix
Keywords :
eigenvalues and eigenfunctions; filtering and prediction theory; parameter estimation; signal processing; spectral analysis; Gram-Schmidt orthogonalization; Hilbert space; adaptive eigen-spectrum estimation; additive white noise; backward prediction error filters; conjugate directions algorithm; data correlation matrix; identity matrix; sinusoids; Additive white noise; Character generation; Computer errors; Eigenvalues and eigenfunctions; Filters; Hilbert space; Intersymbol interference; Linear systems; Matrix decomposition; Vectors;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location :
New York, NY
DOI :
10.1109/ICASSP.1988.197138
