Recursive AR Spectral Estimation.
Abstract
Recursive least squares spectral estimation algorithms have attracted much attention recently because of their excellent convergence behavior and fast parameter tracking capability. They are recursive in the sense that as a new element of the time series is observed, the parameters of a spectral estimation model are algorithmically updated. Recently, a recursive algorithm for efficiently obtaining an autoregressive (AR) spectral estimate has been introduced by Morf and Lee. In this paper a more insightful development of their technique is presented. A modification of the data, namely prewindowing, is applied to achieve a significant computational improvement. The development is predicated on utilization of a projection operator. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1980
- Accession Number
- ADA098488
Entities
People
- James A. Cadzow
- Koji Ogino
Organizations
- Virginia Tech