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Preconditioned Conjugate Gradient IAA Spectral Estimation

Glentis, George-Othan and Jakobsson, Andreas LU (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:
author
organization
publishing date
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)
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
2019-07-09 02:08:13
@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},
}