Time-Recursive IAA Spectral Estimation

被引：46

作者：

Glentis, G. O. ^{[1
]}

Jakobsson, A. ^{[2
]}

机构：

[1] Univ Peloponnese, Dept Sci & Technol Telecommun, Tripolis 22100, Greece

[2] Lund Univ, Dept Math Stat, SE-22100 Lund, Sweden

来源：

IEEE SIGNAL PROCESSING LETTERS | 2011年 / 18卷 / 02期

基金：

瑞典研究理事会;

关键词：

Adaptive spectral estimation; iterative adaptive approach (IAA); fast algorithms; ITERATIVE ADAPTIVE APPROACH; LEAST-SQUARES; APES; ALGORITHMS; CAPON;

D O I：

10.1109/LSP.2010.2099113

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This letter presents computationally efficient time-updating algorithms of the recent Iterative Adaptive Approach (IAA) spectral estimation technique. By exploiting the inherently low displacement rank, together with the development of suitable Gohberg-Semencul (GS) representations, and the use of data dependent trigonometric polynomials, the proposed time-recursive IAA algorithm offers a reduction of the necessary computational complexity with at least one order of magnitude. The resulting complexity can also be reduced further by allowing for approximate solutions. Numerical simulations together with theoretical complexity measures illustrate the achieved performance gain.

引用

页码：111 / 114

页数：4

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