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Preconditioned Conjugate Gradient IAA Spectral Estimation

Glentis, George-Othan and Jakobsson, Andreas LU (2011) 19th European Signal Processing Conference, EUSIPCO 2011 In European Signal Processing Conference 2001. p.1195-1199
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.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
in
European Signal Processing Conference
volume
2001
pages
5 pages
publisher
European Association for Signal Processing (EURASIP)
conference name
19th European Signal Processing Conference, EUSIPCO 2011
external identifiers
  • scopus:84863744141
ISSN
2219-5491
language
English
LU publication?
yes
id
e9341cfe-ec0e-45c4-b9b3-9e6729bd0c81 (old id 2167562)
alternative location
http://www.eurasip.org/Proceedings/Eusipco/Eusipco2011/papers/1569413595.pdf
date added to LUP
2011-12-22 14:57:15
date last changed
2017-03-19 03:42:17
@inproceedings{e9341cfe-ec0e-45c4-b9b3-9e6729bd0c81,
  abstract     = {In this paper, we develop superfast approximative algorithms for<br/><br>
the computationally efficient implementation of the recent Iterative<br/><br>
Adaptive Approach (IAA) spectral estimate. The proposed<br/><br>
methods are based on rewriting the IAA algorithm using suitable<br/><br>
Gohberg-Semencul representations, solving the resulting linear<br/><br>
systems of equations using the preconditioned conjugate gradient<br/><br>
method, where a novel preconditioning is applied using an incomplete<br/><br>
factorization of the Toeplitz matrix. Numerical simulations<br/><br>
illustrate the efficiency of the proposed algorithm.},
  author       = {Glentis, George-Othan and Jakobsson, Andreas},
  booktitle    = {European Signal Processing Conference},
  issn         = {2219-5491},
  language     = {eng},
  pages        = {1195--1199},
  publisher    = {European Association for Signal Processing (EURASIP)},
  title        = {Preconditioned Conjugate Gradient IAA Spectral Estimation},
  volume       = {2001},
  year         = {2011},
}