Title :
On the total least squares linear prediction method for frequency estimation
Author :
Hua, Y. ; Sarkar, T.K.
Author_Institution :
Dept. of Electr. Eng., Melbourne Univ., Parkville, Vic., Australia
Abstract :
The total least squares (TLS) linear prediction (LP) method recently presented by Rahman and Yu (1987) and the equivalent improved Pisarenko´s (IP) method by Kumaresan (1986) are reviewed and generalized by the whitening approach. The resulting whitened-TLS-LP method yields higher estimation accuracy than the TLS-LP. This simulation was carried out in double precision FORTRAN-77 on VAX-8810. The IMSL routines were used to perform eigendecompositions, compute the polynomial roots, and to generate the pseudo-Gaussian random numbers.<>
Keywords :
computerised signal processing; digital simulation; filtering and prediction theory; least squares approximations; spectral analysis; IMSL routines; VAX-8810; double precision FORTRAN-77; eigendecompositions; frequency estimation; improved Pisarenko´s method; linear prediction method; polynomial roots; pseudoGaussian random numbers generation; simulation; total least squares; whitening approach; Couplings; Data analysis; Frequency estimation; Image analysis; Least squares approximation; Multidimensional signal processing; Multidimensional systems; Optimized production technology; Prediction methods; Time series analysis;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
