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Time-Recursive IAA Spectral Estimation

Glentis, George and Jakobsson, Andreas LU (2011) In IEEE Signal Processing Letters 18(2). p.111-114
Abstract
This letter presents computationally efficient time-updating algorithms of the recent Iterative Adaptive Approach (IAA) spectral estimation technique. By exploiting the inherently low displacement rank, together with the development of suitable Gohberg-Semencul (GS) representations, and the use of data dependent trigonometric polynomials, the proposed time-recursive IAA algorithm offers a reduction of the necessary computational complexity with at least one order of magnitude. The resulting complexity can also be reduced further by allowing for approximate solutions. Numerical simulations together with theoretical complexity measures illustrate the achieved performance gain.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
Adaptive spectral estimation, iterative adaptive approach (IAA), fast algorithms
in
IEEE Signal Processing Letters
volume
18
issue
2
pages
111 - 114
publisher
IEEE--Institute of Electrical and Electronics Engineers Inc.
external identifiers
  • wos:000285843400003
  • scopus:78650991750
ISSN
1070-9908
DOI
10.1109/LSP.2010.2099113
language
English
LU publication?
yes
id
7943aa69-b990-4c9c-844c-49bfb513eda5 (old id 1761202)
date added to LUP
2011-07-14 10:43:43
date last changed
2017-03-16 09:33:09
@article{7943aa69-b990-4c9c-844c-49bfb513eda5,
  abstract     = {This letter presents computationally efficient time-updating algorithms of the recent Iterative Adaptive Approach (IAA) spectral estimation technique. By exploiting the inherently low displacement rank, together with the development of suitable Gohberg-Semencul (GS) representations, and the use of data dependent trigonometric polynomials, the proposed time-recursive IAA algorithm offers a reduction of the necessary computational complexity with at least one order of magnitude. The resulting complexity can also be reduced further by allowing for approximate solutions. Numerical simulations together with theoretical complexity measures illustrate the achieved performance gain.},
  author       = {Glentis, George and Jakobsson, Andreas},
  issn         = {1070-9908},
  keyword      = {Adaptive spectral estimation,iterative adaptive approach (IAA),fast algorithms},
  language     = {eng},
  number       = {2},
  pages        = {111--114},
  publisher    = {IEEE--Institute of Electrical and Electronics Engineers Inc.},
  series       = {IEEE Signal Processing Letters},
  title        = {Time-Recursive IAA Spectral Estimation},
  url          = {http://dx.doi.org/10.1109/LSP.2010.2099113},
  volume       = {18},
  year         = {2011},
}