• DocumentCode
    1280653
  • Title

    Effect of sampling rate on the conjugate gradient method applied to signal extrapolation

  • Author

    Sullivan, Barry J.

  • Author_Institution
    Dept. of Electr. Eng. & Comput. Sci., Northwestern Univ., Evanston, IL, USA
  • Volume
    39
  • Issue
    5
  • fYear
    1991
  • fDate
    5/1/1991 12:00:00 AM
  • Firstpage
    1235
  • Lastpage
    1238
  • Abstract
    A different response to changes in sampling rate has been observed for conjugate gradients as opposed to SVD (singular-value decomposition) applied to signal extrapolation. The conjugate gradient solution is described in terms of the SVD, which leads to an explanation of the behavior of the conjugate gradient method in this context. Formulating the conjugate gradient method as a spectral filtering method and analyzing it in terms of the spectral filter functions generated as the iteration progresses have made it possible to explain the difference in the effect of sampling rate changes on the conjugate gradients approach to signal extrapolation as compared to the truncated SVD approach discussed by Sullivan and Liu (1984)
  • Keywords
    extrapolation; signal processing; SVD; conjugate gradient method; iteration; sampling rate; signal extrapolation; singular-value decomposition; spectral filter functions; spectral filtering method; Extrapolation; Filtering; Filters; Gradient methods; Linear systems; Polynomials; Sampling methods; Singular value decomposition; Spectral analysis; Vectors;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.80980
  • Filename
    80980