Signal Processing via Least Squares Error Modeling

IEEE ASSP Magazine

Volumn 7, Issue 4, 1990, Pages 12-31

  Cadzow, James A ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

DIRECTION FINDING SYSTEMS; MATHEMATICAL PROGRAMMING, NONLINEAR; MATHEMATICAL TECHNIQUES - LEAST SQUARES APPROXIMATIONS; SIGNAL FILTERING AND PREDICTION; SYSTEMS SCIENCE AND CYBERNETICS - IDENTIFICATION;

LEAST SQUARES ERROR MODELING; LINEAR RECURSIVE IDENTIFICATION; NONLINEAR PROGRAMMING ALGORITHMS; OPTIMUM PARAMETER SELECTION; SIGNAL MODELING; VECTOR-SPACE CONCEPTS;

SIGNAL PROCESSING;

EID: 0025496657     PISSN: 07407467     EISSN: None     Source Type: Journal    
DOI: 10.1109/53.62941     Document Type: Article

References (19)

1. J.A. Cadzow, "Recursive digital filter synthesis via gradient based algorithms," IEEE Transactions on Acoustics, Speech and Signal Processing, vol. ASSP-24, no. 4, October, 1976, pp. 349-355.
2. J.A. Cadzow, "A high resolution direction-of-arrival algorithm for narrowband coherent and incoherent sources," IEEE Transactions on Acoustics, Speech and Signal Processing, vol. ASSP-36, no. 7, July 1988, pp. 965-979.
3. J.E. Dennis and R.B. Schnabel, NUMERICAL METHODS FOR UNCONSTRAINED OPTIMIZATION AND NONLINEAR EQUATIONS, Prentice-Hall, Englewood Cliffs, N.J., 1983.
4. G.H. Golub and C.F. Van Loan, MATRIX COMPUTATIONS, The Johns Hopkins University Press, 1983.
5. G.H. Golub and V. Pereyra, "The differentiation of pseudo-inverses and nonlinear least squares problems whose variables separate," SIAM Journal Numerical Analysis 10, April 1973 pp. 413-432.
6. R.K. Harman and F.W. Fairman, "Exponential approximation via a closed-form Gauss-Newton method," IEEE Transactions on Circuit Theory, vol. CT-20, July 1973, pp. 361-369.
7. L. Kaufman, "A variable projection method for solving separable nonlinear least squares problems," BIT, 15 (1975), pp. 49-57.
8. J. Kowalik and M.R. Osborne, METHODS FOR UNCONSTRAINED OPTIMIZATION PROBLEMS, American Elsevier Publishing Company, Inc., New York, 1968.
9. D.G. Luenberger, INTRODUCTION TO LINEAR AND NONLINEAR PROGRAMMING, Addison-Wesley, Reading, MA., 1973.
10. H. Ramsin and P.A. Wedin, "A comparison of some algorithms for the nonlinear least squares problem," BIT, 17 (1977), pp. 72-96.
11. D.C. Rife and R.R. Boorstyn, "Multiple tone parameter estimation from discrete time observations," Bell Systems Technical Journal, Nov. 1976, pp. 1389-1410.
12. A. Ruhe and P.A. Wedin, "Algorithms for separable nonlinear least squares problems", SIAM Review, Vol. 22, No. 3, July 1980, pp. 318-337.
13. R.O. Schmidt, "Multiple emitter location and signal parameter estimation," Proc. of the RADC Spectrum Estimation Workshop, Oct. 1979.
14. J.L. Shanks, "Recursion filters for digital processing," Geophysics, vol. XXXII, no. 1, Feb. 1967, pp. 33-51.
15. R.J. Schilling and H. Lee, ENGINEERING ANALYSIS: A VECTOR SPACE APPROACH, John Wiley & Sons, New York, 1988.
16. H.W. Sorenson, PARAMETER ESTIMATION, Marcel Dekker, Inc., New York, 1980.
17. K. Steiglitz and L.E. McBride, "Techniques for the identification of linear systems," IEEE Transactions on Automatic Control, vol. AC-10, October 1965, pp. 461-464.
18. D.W. Tufts & R. Kumaresan, "Estimation of frequencies of multiple sinusoids: making linear prediction perform like maximum likelihood," Proceedings of the IEEE, September, 1982, pp. 975-989.
19. J. Ziskind and M. Wax, "Maximum likelihood localization of multiple sources by alternate projection," IEEE Transactions on Acoustics, Speech and Signal Processing, vol. ASSP-36, no. 10, October, 1988, pp. 1553-1560.