Title :
Frequency estimation by principal component AR spectral estimation method without eigendecomposition
Author :
Kay, Steven M. ; Shaw, Arnab K.
Author_Institution :
Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA
fDate :
1/1/1988 12:00:00 AM
Abstract :
An eigenvalue filtering method is proposed that applies a transformation to an autocorrelation matrix, which has the effect of truncating the undesired eigenvalues so that the corresponding matrix function closely approximates the pseudoinverse. It is shown using a computer simulation that compared to the forward-backward method, the proposed method enhances the threshold in SNR by about 6-8 dB. Further improvement is obtained by a simple subset selection method and a second eigenvalue filtering iteration
Keywords :
correlation methods; digital simulation; eigenvalues and eigenfunctions; electrical engineering computing; filtering and prediction theory; spectral analysis; autocorrelation matrix; autoregressive spectral estimation; computer simulation; eigenvalue filtering method; frequency estimation; matrix function; pseudoinverse; subset selection method; transformation; Autocorrelation; Computer simulation; Eigenvalues and eigenfunctions; Filtering; Frequency estimation; Geophysical signal processing; Matrix decomposition; Signal processing; Signal to noise ratio; White noise;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
