Abstract

This paper proposes an alternative technique for adaptive spectral estimation. The new technique applies the method of conjugate gradient, which is used for iteratively finding the generalized eigenvector corresponding to the minimum generalized eigenvalue of a semidefinite Hermitian matrix, to the adaptive spectral analysis problem. Computer simulations have been performed to compare the new method to existing ones. From the limited examples presented, it is seen that the new method is computationally more efficient at the expense of more core storage. Also, this method is effective for small data records and can implement noise correction to yield unbiased spectral estimates if an estimate of the noise covariance matrix is available. The technique performs well for both narrow-band and wide-band signals.

Publication Date

1986

Comments

Original source of PDF file: http://ieeexplore.ieee.org/xpls/abs_all.jsp?isnumber=26197&arnumber=1164812&count=22&index=4 ISSN:0096-3518 Note: imported from RIT’s Digital Media Library running on DSpace to RIT Scholar Works in February 2014.

Document Type

Article

Department, Program, or Center

Chester F. Carlson Center for Imaging Science (COS)

Campus

RIT – Main Campus

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