Fast algorithms for least-squares-based minimum variance spectral estimation

Signal Processing

Volumn 88, Issue 9, 2008, Pages 2181-2192

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

^a INTEL CORPORATION   (United States)

^b Oregon State University   (United States)

Author keywords

Autoregressive (AR) Yule Walker normal equations and covariance interval window; Least squares based forward and backward linear prediction; MVSE; Near to Toeplitz

Indexed keywords

ALGORITHMS; AUTOCORRELATION; COVARIANCE MATRIX; LEAST SQUARES APPROXIMATIONS; LINEAR EQUATIONS; PARAMETER ESTIMATION;

COVARIANCE INTERVAL WINDOW; LEAST-SQUARES-BASED FORWARD AND BACKWARD LINEAR PREDICTION; YULE-WALKER NORMAL EQUATIONS;

SPECTRUM ANALYZERS;

EID: 44649086372     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2008.03.004     Document Type: Article

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