Title :
A Robust Interpolation Algorithm for Spectral Estimation
Author :
Mahata, Kaushik ; Fu, Minyue
Author_Institution :
Centre for Complex Dynamic Syst. & Control, Newcastle Univ., NSW
Abstract :
We propose a robust interpolation algorithm for model-based spectral estimation. The interpolation data represent information about the half spectrum function associated with a given signal and are computed from an input-to-state filter. Our algorithm allows a large number of noisy interpolation data to be used to optimally fit a half spectrum function of a fixed order. The algorithm involves solving a set of linear matrix inequalities and is thus numerically efficient
Keywords :
filtering theory; interpolation; linear matrix inequalities; spectral analysis; half spectrum function; input-to-state filter; linear matrix inequalities; model-based spectral estimation; noisy interpolation data; robust interpolation algorithm; Control system synthesis; Information filtering; Information filters; Interpolation; Linear matrix inequalities; Measurement standards; Noise robustness; Parameter estimation; Robust control; Signal generators;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2006. ICASSP 2006 Proceedings. 2006 IEEE International Conference on
Conference_Location :
Toulouse
Print_ISBN :
1-4244-0469-X
DOI :
10.1109/ICASSP.2006.1660658
