Minimum variance spectral estimator fast algorithms based on covariance and modified covariance methods of linear prediction

Conference Record of the Asilomar Conference on Signals, Systems and Computers

Volumn 1, Issue , 2001, Pages 711-714

  Marple Jr , S Lawrence ^a  

^a LOCKHEED MARTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL METHODS; CORRELATION METHODS; LEAST SQUARES APPROXIMATIONS; LINEAR SYSTEMS; MATRIX ALGEBRA; ONE DIMENSIONAL; TWO DIMENSIONAL;

AUTOCORELLATION MATRIX; COVARIANCE; FAST COMPUTATIONAL ALGORITHM; LINEAR PREDICTION; MINIMUM VARIANCE SPECTRAL ESTIMATOR FAST ALGORITHMS; TOEPLITZ STRUCTURE;

ALGORITHMS;

EID: 0035573945     PISSN: 10586393     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/acssc.2001.987016     Document Type: Conference Paper

References (6)

1. New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices
2. Computationally efficient 2-D capon spectrum analysis
3. Two-dimensional linear prediction parameter estimation method and fast algorithm
4. A fast computational algorithm for the modified covariance method of linear prediction
5. Fast MLM power spectrum estimation from uniformly spaced correlations