A new Toeplitz approximation method for linear prediction matrices

説明

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. >

収録刊行物

詳細情報 詳細情報について

問題の指摘

ページトップへ