ADAPTIVE SPECTRAL ESTIMATION BY THE CONJUGATE GRADIENT METHOD.

Huanqun Chen, Tapan Kumar Sarkar, Soheil A. Dianat, John D. Brule

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Abstract

The authors propose a technique for adaptive spectral estimation that is based on the method of conjugate gradient and is used for iteratively finding the eigenvector corresponding to the minimum eigenvalue of the covariance matrix. The new method is an exact adaptive version of V. F. Pisarenko's method (1973) and converges in finite steps for any initial guesses. Simulations show that the new method improves CPU time by a factor of 40. The technique performs very well for both narrowband and wideband signals.

Original languageEnglish (US)
Title of host publicationICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
PublisherIEEE Computer Society
Pages81-84
Number of pages4
StatePublished - 1985
Externally publishedYes

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ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering
  • Acoustics and Ultrasonics

Cite this

Chen, H., Sarkar, T. K., Dianat, S. A., & Brule, J. D. (1985). ADAPTIVE SPECTRAL ESTIMATION BY THE CONJUGATE GRADIENT METHOD. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings (pp. 81-84). IEEE Computer Society.