A Newton-based Ziskind-Wax alternating projection algorithm applied to spectral estimation

Author

Biradar, L.S. ; Reddy, V.U.

Author_Institution

Dept. of Electr. Commun. Eng., Indian Inst. of Sci., Bangalore, India

Volume

41

Issue

3

fYear

1993

fDate

3/1/1993 12:00:00 AM

Firstpage

1435

Lastpage

1438

Abstract

A Newton-based alternating projection (AP) algorithm for estimating the parameters of exponential signals in noise is presented. Its performance is compared with that of modified forward-backward linear prediction/backward linear prediction (MFBLP/BLP) total least squares (TLS), and iterative quadratic maximum likelihood (IQML) methods using computer simulations. In the case of undamped sinusoids, the AP algorithm yielded a lower threshold SNR than the others. In the case of damped sinusoids, its threshold SNR was the same as that of TLS but was 1 dB lower than that of MFBLP and IQML

Keywords

parameter estimation; spectral analysis; IQML; MFBLP/BLP; Newton-based alternating projection; SNR; TLS; Ziskind-Wax alternating projection algorithm; backward linear prediction; computer simulations; exponential signals; iterative quadratic maximum likelihood; modified forward-backward linear prediction; noise; parameter estimation; spectral estimation; total least squares; undamped sinusoids; Iterative algorithms; Least squares methods; Maximum likelihood estimation; Parameter estimation; Projection algorithms; Signal processing; Signal processing algorithms; Signal to noise ratio; Speech processing; Transfer functions;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.205751

Filename

205751