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Preconditioned Conj...
Preconditioned Conjugate Gradient IAA Spectral Estimation
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Glentis, George-Othan (författare)
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- Jakobsson, Andreas (författare)
- Lund University,Lunds universitet,Biomedical Modelling and Computation,Forskargrupper vid Lunds universitet,Statistical Signal Processing Group,Matematisk statistik,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Lund University Research Groups,Mathematical Statistics,Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH
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(creator_code:org_t)
- 2011
- 2011
- Engelska 5 s.
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Ingår i: European Signal Processing Conference. - 2219-5491. ; 2001, s. 1195-1199
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Abstract
Ämnesord
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- 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.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
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