Title
On the total least squares linear prediction method for frequency estimation
Abstract
The total least squares (TLS) linear prediction (LP) method recently presented by Rahman and Yu (1987) and the equivalent improved Pisarenko's (IP) method by Kumaresan (1986) are reviewed and generalized by the whitening approach. The resulting whitened-TLS-LP method yields higher estimation accuracy than the TLS-LP. This simulation was carried out in double precision FORTRAN-77 on VAX-8810. The IMSL routines were used to perform eigendecompositions, compute the polynomial roots, and to generate the pseudo-Gaussian random numbers.<>
Year
DOI
Venue
1990
10.1109/29.61547
Acoustics, Speech and Signal Processing, IEEE Transactions  
Keywords
Field
DocType
computerised signal processing,digital simulation,filtering and prediction theory,least squares approximations,spectral analysis,IMSL routines,VAX-8810,double precision FORTRAN-77,eigendecompositions,frequency estimation,improved Pisarenko's method,linear prediction method,polynomial roots,pseudoGaussian random numbers generation,simulation,total least squares,whitening approach
Least squares,Double-precision floating-point format,Algorithm,Linear prediction,Spectral analysis,Total least squares,Properties of polynomial roots,Mathematics
Journal
Volume
Issue
ISSN
38
12
0096-3518
Citations 
PageRank 
References 
13
1.71
3
Authors
2
Name
Order
Citations
PageRank
Yingbo Hua12614250.12
Sarkar, T.K.2471117.33