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.
Preconditioned conjugate gradient IAA spectral estimation
2011 19th European Signal Processing Conference ; 1195-1199
2011-08-01
258384 byte
Conference paper
Electronic Resource
English
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