A new Toeplitz approximation method for linear prediction matrices
- Resource Type
- Conference
- Authors
- Murakami, J.; Tadokoro, Y.
- Source
- 1993 IEEE International Conference on Acoustics, Speech, and Signal Processing Acoustics, speech and signal processing Acoustics, Speech, and Signal Processing, 1993. ICASSP-93., 1993 IEEE International Conference on. 3:460-463 vol.3 1993
- Subject
- Signal Processing and Analysis
Components, Circuits, Devices and Systems
Approximation methods
Covariance matrix
Matrix decomposition
Information retrieval
Additive white noise
Approximation algorithms
Discrete Fourier transforms
Signal processing
Digital signal processing
Singular value decomposition
- Language
- ISSN
- 1520-6149
A method for constructing the reduced-rank Toeplitz approximation matrices to the linear prediction matrices of the covariance matrices is proposed. This method uses the power method to reduce the computation time compared with the conventional method. As a practical application, the harmonic retrieval problem is considered in the case of an input data sequence composed of N sinusoids in additive white noise. The effectiveness of the proposed method is confirmed.ETX