In this paper, we develop superfast approximative algorithms for the computationally efficient implementation of the recent Iterative Adaptive Approach (IAA) spectral estimate. The proposed methods are based on rewriting the IAA algorithm using suitable Gohberg-Semencul representations, solving the resulting linear systems of equations using the preconditioned conjugate gradient method, where a novel preconditioning is applied using an incomplete factorization of the Toeplitz matrix. Numerical simulations illustrate the efficiency of the proposed algorithm.


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    Title :

    Preconditioned conjugate gradient IAA spectral estimation


    Contributors:


    Publication date :

    2011-08-01


    Size :

    258384 byte



    Type of media :

    Conference paper


    Type of material :

    Electronic Resource


    Language :

    English



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