Efficient Implementation of Iterative Adaptive Approach Spectral Estimation Techniques

This paper presents computationally efficient implementations for several recent algorithms based on the iterative adaptive approach (IAA) for uniformly sampled one- and two-dimensional data sets, considering both the complete data case, and the cases when the data sets are missing samples, either l...

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Veröffentlicht in:IEEE transactions on signal processing 2011-09, Vol.59 (9), p.4154-4167
Hauptverfasser: Glentis, George-Othon, Jakobsson, A.
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description This paper presents computationally efficient implementations for several recent algorithms based on the iterative adaptive approach (IAA) for uniformly sampled one- and two-dimensional data sets, considering both the complete data case, and the cases when the data sets are missing samples, either lacking arbitrary locations, or having gaps or periodically reoccurring gaps. By exploiting the method's inherent low displacement rank, together with the development of suitable Gohberg-Semencul representations, and the use of data dependent trigonometric polynomials, the proposed implementations are shown to offer a reduction of the necessary computational complexity by at least one order of magnitude. Numerical simulations together with theoretical complexity measures illustrate the achieved performance gain.
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subjects Applied sciences
Complexity
Computational complexity
Computational efficiency
Convergence
Covariance matrix
Detection, estimation, filtering, equalization, prediction
Discrete Fourier transforms
Estimation
Exact sciences and technology
fast algorithms
Gain
Gaps
Information, signal and communications theory
iterative adaptive approach (IAA)
Iterative methods
Matematik
Mathematical models
Mathematics
Natural Sciences
Naturvetenskap
Polynomials
Probability Theory and Statistics
Sannolikhetsteori och statistik
Signal and communications theory
Signal representation. Spectral analysis
Signal, noise
Spectra
spectrum estimation theory and methods
Telecommunications and information theory
title Efficient Implementation of Iterative Adaptive Approach Spectral Estimation Techniques
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