Title Time-Recursive IAA Spectral Estimation
Authors George Glentis, Andreas Jakobsson
Alternative Location http://dx.doi.org/10.1109/L..., Restricted Access
Publication IEEE Signal Processing Letters
Year 2011
Volume 18
Issue 2
Pages 111 - 114
Document type Article
Status Published
Quality controlled Yes
Language eng
Publisher IEEE-Inst Electrical Electronics Engineers Inc
Abstract English This letter presents computationally efficient time-updating algorithms of the recent Iterative Adaptive Approach (IAA) spectral estimation technique. By exploiting the inherently low displacement rank, together with the development of suitable Gohberg-Semencul (GS) representations, and the use of data dependent trigonometric polynomials, the proposed time-recursive IAA algorithm offers a reduction of the necessary computational complexity with at least one order of magnitude. The resulting complexity can also be reduced further by allowing for approximate solutions. Numerical simulations together with theoretical complexity measures illustrate the achieved performance gain.
Keywords Adaptive spectral estimation, iterative adaptive approach (IAA), fast algorithms,

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