Preconditioned Conjugate Gradient IAA Spectral Estimation
Glentis, George-Othan and Jakobsson, Andreas LU
(2011)
19th European Signal Processing Conference, EUSIPCO 2011
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:
https://lup.lub.lu.se/record/2167562
- author
- Glentis, George-Othan
and Jakobsson, Andreas
LU
- organization
- publishing date
- 2011
- type
- Chapter in Book/Report/Conference proceeding
- publication status
- published
- subject
- host publication
- 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
- conference location
- Barcelona, Spain
- conference dates
- 2011-08-29 - 2011-09-02
- 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
- 2016-04-01 13:05:11
- date last changed
- 2022-01-27 17:12:11
@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}},
url = {{http://www.eurasip.org/Proceedings/Eusipco/Eusipco2011/papers/1569413595.pdf}},
volume = {{2001}},
year = {{2011}},
}