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
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