Title :
A new Toeplitz approximation method for linear prediction matrices
Author :
Murakami, J. ; Tadokoro, Y.
Author_Institution :
Dept. of Inf. & Comput. Sci., Toyohashi Univ. of Technol., Japan
Abstract :
A method for constructing the reduced-rank Toeplitz approximation matrices to the linear prediction matrices of the covariance matrices is proposed. This method uses the power method to reduce the computation time compared with the conventional method. As a practical application, the harmonic retrieval problem is considered in the case of an input data sequence composed of N sinusoids in additive white noise. The effectiveness of the proposed method is confirmed.<>
Keywords :
computational complexity; filtering and prediction theory; matrix algebra; white noise; additive white noise; computation time; covariance matrices; effectiveness; harmonic retrieval problem; linear prediction matrices; reduced-rank Toeplitz approximation matrices;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1993. ICASSP-93., 1993 IEEE International Conference on
Conference_Location :
Minneapolis, MN, USA
Print_ISBN :
0-7803-7402-9
DOI :
10.1109/ICASSP.1993.319534
