On harmonic analysis via Gram-Schmidt orthogonal procedure

An important relationship is established between the Gram-Schmidt orthogonal procedure and least-squares solutions of the overdetermined modified Yule-Walker (OMYW) equations of order from 0 to p, where p is the largest possible value of the model order. Based on this relationship, the authors present an order-recursive approach to harmonic retrieval in the presence of white noise interference which is shown to offer significantly improved numerical features compared to the commonly used generalized-inverse method. The performance of the present approach is close to the SVD (singular-value decomposition) method, but the computational complexity savings are rather considerable. The detailed simulation results are comparable to other well-known methods