Fast recursive low-rank linear prediction frequency estimation algorithms

IEEE Transactions on Signal Processing

Volumn 44, Issue 4, 1996, Pages 834-847

  Strobach, Peter ^a  

^a FURTWANGEN UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; MATHEMATICAL MODELS; POLYNOMIALS; RECURSIVE FUNCTIONS;

FAST RECURSIVE LOW RANK LINEAR PREDICTION ALGORITHMS; MULTIPLE NONSTATIONARY SINUSOIDS; ROOT TRACKING; TIME VARYING FREQUENCIES;

SIGNAL FILTERING AND PREDICTION;

EID: 0030126771     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.492537     Document Type: Article

References (15)

1. P. Strobach Linear Prediction Theory: A Mathematical Basis for Adaptive Systems Springer Ser. in Inform. Sci. Vol. 21. Heidelberg New York: Springer-Verlag 1990.
2. D. W. Tufts and R. Kumaresan Frequency estimation of multiple sinusoids: Making linear prediction perform like maximum likelihood Proc. IEEE vol. 70 pp. 975-989 Sept. 1982.
3. J. A. Cadzow Spectral estimation: An overdetermined rational model equation approach Proc. IEEE vol. 70 pp. 907-939 Sept. 1982.
4. 41 R. Kumaresan and D. W. Tufts Estimating the angle of arrival of multiple plane waves IEEE Trans. Aerosp. Electron. Syst. vol. AES-19 Jan. 1983.
5. R. Kumaresan D. W. Tufts and L. L. Scharf A Prony method for noisy data: Choosing the signal components and selecting the order in exponential signal models Proc. IEEE vol. 72 pp. 230-233 Feb. 1984.
6. L. L. Scharf and D. W. Tufts Rank reduction for signal modelling and parameter estimation in Proc. 19th Annual Asilomar Conf. Circuits. Syst. Comput. Pacific Grove Monterey CA Nov. 1985 pp. 467-471.
7. Rank reduction for modeling stationary signals IEEE Trans. Acoust. Speech Signal Processing vol. ASSP-35 pp. 350-355 Mar. 1987.
8. M. A. Rahman and K. B. Yu Total least squares approach for frequency estimation using linear prediction IEEE Trans. Acoust. Speech Signal Processing vol. ASSP-35 pp. 1440-1454 Oct. 1987.
9. L. L. Scharf Statistical Signal Processing: Detection Estimation and Time Series Analysis. Reading MA: Addison-Wesley 1990.
10. B. D. Rao and K. S. Arun Model based processing of signals: A state space approach Proc. IEEE. vol. 80 pp. 283-309 Feb. 1992.
11. P. Strobach Low rank adaptive filters IEEE Trans. Signal Processing submitted for publication Aug. 1994.
12. Fast recursive eigensubspace adaptive filters in Proc. ICASSP'95 Detroit MI May 1995.
13. G. H. Golub and C. F. VanLoan Matrix Computations 2nd ed. Baltimore MD: Johns Hopkins Univ. Press 1989.
14. P. Strobach The recursive companion matrix root tracker IEEE Trans. Signal Processing submitted for publication.
15. J. Heinhold Einführung in die Höhere Mathematik Teil IV: Funktionentheorie. Munich Vienna: Carl Hanser 1980.