Fast orthogonalization algorithm and parallel architecture for AR spectral estimation based on forward-backward linear prediction

Truncated QR methods have been shown to be comparable to SVD-based methods for the sinusoidal frequency estimation based on the forward-backward linear prediction (FBLP) model. However, without exploiting the special structure of the FBLP matrix, the QR decomposition (QRD) of the FBLP matrix has a c...

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Vydáno v:IEEE transactions on signal processing Ročník 41; číslo 3; s. 1453 - 1458
Hlavní autoři: Liu, K.J. Ray, Hsieh, S.F.
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York, NY IEEE 01.03.1993
Institute of Electrical and Electronics Engineers
Témata:
Applied sciences
Computational complexity
Exact sciences and technology
Extrapolation
Frequency estimation
Information, signal and communications theory
Iterative algorithms
Matrix decomposition
Parallel architectures
Signal and communications theory
Signal processing
Signal processing algorithms
Signal representation. Spectral analysis
Signal restoration
Signal, noise
Speech processing
Telecommunications and information theory
Hankel matrix
Parallel algorithm
Linear prediction
Signal estimation
Signal processing
Fast algorithm
Toeplitz matrix
Spectral analysis
ISSN:1053-587X, 1941-0476
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Shrnutí:Truncated QR methods have been shown to be comparable to SVD-based methods for the sinusoidal frequency estimation based on the forward-backward linear prediction (FBLP) model. However, without exploiting the special structure of the FBLP matrix, the QR decomposition (QRD) of the FBLP matrix has a computational complexity on the order of 2(6m-n)n/sup 2//3+O(n/sup 2/) for a 2m*n FBLP matrix. A fast algorithm to perform the QRD of the FBLP matrix by exploiting its special Toeplitz-Hankel form is proposed. The computational complexity is reduced to 10n/sup 2/+4mn+O(n). The fast algorithm can also be easily implemented by a linear systolic array, reducing the number of time steps required to 2m+5n-4.< >
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ISSN:1053-587X
1941-0476
DOI:10.1109/78.205755