Direction-set-based algorithm for spectral estimation

Mei-Qin Chen

doi:10.1117/12.406495

13 November 2000 Direction-set-based algorithm for spectral estimation

Mei-Qin Chen

Proceedings Volume 4116, Advanced Signal Processing Algorithms, Architectures, and Implementations X; (2000) https://doi.org/10.1117/12.406495
Event: International Symposium on Optical Science and Technology, 2000, San Diego, CA, United States

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.

Citation Download Citation

Mei-Qin Chen "Direction-set-based algorithm for spectral estimation", Proc. SPIE 4116, Advanced Signal Processing Algorithms, Architectures, and Implementations X, (13 November 2000); https://doi.org/10.1117/12.406495

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