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Proceedings Paper

Direction-set-based algorithm for spectral estimation
Author(s): Mei-Qin Chen
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Paper Abstract

An adaptive algorithm based on a direction set method for solving unconstrained minimization problems without using derivatives is developed for spectral estimation with the presence of noise. It is a fast algorithm since it requires O(N) multiplications for each system update where N is the number of parameters used in the system design. Computer simulations have shown that the algorithm is stable and very efficient for spectral estimation. The frequency estimates obtained by this algorithm often are smoother than those generated using a conjugate gradient based algorithm which has a computational complexity of O(N2). A detailed study of the algorithm for adaptive spectral estimation including its computational complexity, computer simulations and its convergence comparing with other known methods, is given in this paper.

Paper Details

Date Published: 13 November 2000
PDF: 12 pages
Proc. SPIE 4116, Advanced Signal Processing Algorithms, Architectures, and Implementations X, (13 November 2000); doi: 10.1117/12.406495
Show Author Affiliations
Mei-Qin Chen, The Citadel (United States)


Published in SPIE Proceedings Vol. 4116:
Advanced Signal Processing Algorithms, Architectures, and Implementations X
Franklin T. Luk, Editor(s)

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