AN ALGORITHM FOR ESTIMATION OF THE INVERSE SPECTRAL MATRIX,

Abstract

An algorithm is presented for estimation of the inverse spectral matrix, and the selection of parameters in the algorithm is discussed. The significance of the spectral matrix is presented by outlining its application to optimal filtering in multi-element arrays. The algorithm requires fast Fourier transformation of a vector time function over successive time intervals. The inverse spectral matrix is updated after each interval using a simple difference equation. Computational evaluation of the algorithm is not reported. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 20, 1970
Accession Number
AD0704559

Entities

People

  • Charles H. Knapp

Organizations

  • General Dynamics Electric Boat

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Difference Equations
  • Differential Equations
  • Equations
  • Filtration
  • Fourier Transformation
  • Intervals
  • Mathematical Analysis
  • Mathematics
  • Test And Evaluation
  • Time Intervals

Fields of Study

  • Engineering

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Systems Analysis and Design