A new least-squares-based minimum variance spectral estimator fast algorithm

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn IV, Issue , 2005, Pages

  Wei, Lin ^a   Marple Jr , S Lawrence ^a  

^a Oregon State University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CORRELATION METHODS; ESTIMATION; LEAST SQUARES APPROXIMATIONS; MATRIX ALGEBRA;

AUTO-CORRELATION MATRIX; DATA-ONLY FORMULATION; MINIMUM VARIANCE SPECTRAL ESTIMATOR (MVSE); TOEPLITZ MATRIX INVERSE;

SPECTRUM ANALYZERS;

EID: 33646767844     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2005.1416031     Document Type: Conference Paper

References (4)

1. S. L. Marple Jr., Digital Spectral Analysis with Applications, Prentice Hall Inc., Englewood Cliffs, NJ, 1987.
2. B. Musicus, "Fast MLM power spectrum estimation from uniformly spaced correlations," IEEE Transactions on Acoustics, Speech, and Signal Processing, vol. ASSP-33, pp. 1333-1335, October 1985.
3. T. Kailath L. Ljung B. Friedlander, M. Morf, "New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices," Linear Algebra and Its Applications, vol. 27, pp. 31-60, 1979.
4. S. L. Marple Jr., "Minimum Variance Spectral Estimator Fast Algorithm Based on Covaraince and Modified Covariance Methods of Linear Prediction," Signals, Systems and Computers, Conference Record of the Thirty-Fifth Asilomar Conference on, vol. 1, pp. 711-714, 4-7 November, 2001.