Title Preconditioned Conjugate Gradient IAA Spectral Estimation
Authors George-Othan Glentis, Andreas Jakobsson
Alternative Location http://www.eurasip.org/Proc...
Publication European Signal Processing Conference
Year 2011
Volume 2001
Pages 1195 - 1199
Document type Conference paper
Conference name 19th European Signal Processing Conference, EUSIPCO 2011
Conference Date 2011-08-29/2011-09-02
Conference Location Barcelona
Status Published
Quality controlled Yes
Language eng
Publisher European Association for Signal Processing (EURASIP)
Abstract English In this paper, we develop superfast approximative algorithms for<br> the computationally efficient implementation of the recent Iterative<br> Adaptive Approach (IAA) spectral estimate. The proposed<br> methods are based on rewriting the IAA algorithm using suitable<br> Gohberg-Semencul representations, solving the resulting linear<br> systems of equations using the preconditioned conjugate gradient<br> method, where a novel preconditioning is applied using an incomplete<br> factorization of the Toeplitz matrix. Numerical simulations<br> illustrate the efficiency of the proposed algorithm.
ISBN/ISSN/Other ISSN: 2219-5491 (online)

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