DocumentCode
455045
Title
A Robust Interpolation Algorithm for Spectral Estimation
Author
Mahata, Kaushik ; Fu, Minyue
Author_Institution
Centre for Complex Dynamic Syst. & Control, Newcastle Univ., NSW
Volume
3
fYear
2006
fDate
14-19 May 2006
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech and Signal Processing, 2006. ICASSP 2006 Proceedings. 2006 IEEE International Conference on
Conference_Location
Toulouse
ISSN
1520-6149
Print_ISBN
1-4244-0469-X
Type
conf
DOI
10.1109/ICASSP.2006.1660658
Filename
1660658
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