Abstract
In this paper, we develop superfast approximative algorithms for
the computationally efficient implementation of the recent Iterative
Adaptive Approach (IAA) spectral estimate. The proposed
methods are based on rewriting the IAA algorithm using suitable
Gohberg-Semencul representations, solving the resulting linear
systems of equations using the preconditioned conjugate gradient
method, where a novel preconditioning is applied using an incomplete
factorization of the Toeplitz matrix. Numerical simulations
illustrate the efficiency of the proposed algorithm.
the computationally efficient implementation of the recent Iterative
Adaptive Approach (IAA) spectral estimate. The proposed
methods are based on rewriting the IAA algorithm using suitable
Gohberg-Semencul representations, solving the resulting linear
systems of equations using the preconditioned conjugate gradient
method, where a novel preconditioning is applied using an incomplete
factorization of the Toeplitz matrix. Numerical simulations
illustrate the efficiency of the proposed algorithm.
| Original language | English |
|---|---|
| Title of host publication | European Signal Processing Conference |
| Publisher | European Association for Signal Processing (EURASIP) |
| Pages | 1195-1199 |
| Number of pages | 5 |
| Volume | 2001 |
| Publication status | Published - 2011 |
| Event | 19th European Signal Processing Conference, EUSIPCO 2011 - Barcelona, Barcelona, Spain Duration: 2011 Aug 29 → 2011 Sept 2 Conference number: 19 |
Publication series
| Name | |
|---|---|
| Volume | 2001 |
| ISSN (Print) | 2219-5491 |
Conference
| Conference | 19th European Signal Processing Conference, EUSIPCO 2011 |
|---|---|
| Country/Territory | Spain |
| City | Barcelona |
| Period | 2011/08/29 → 2011/09/02 |
Subject classification (UKÄ)
- Probability Theory and Statistics