Name
Abstract | ||
|---|---|---|
In this correspondence, we develop superfast approximative one-dimensional algorithms for the computationally efficient implementation of the recent iterative adaptive approach (IAA) spectral estimate. The proposed methods are based on rewriting the IAA algorithm with suitable Gohberg–Semencul representations, solving the resulting linear systems of equations using the preconditioned conjugate gradient method, where a novel preconditioning is applied using an incomplete factorization of the Toeplitz matrix. Numerical simulations illustrate the efficiency of both the proposed preconditioning as well as the overall algorithm, offering a computational reduction of up to two orders of magnitude as compared to our recently proposed efficient and exact IAA implementation. |
Year | DOI | Venue |
|---|---|---|
2012 | 10.1109/TSP.2011.2170979 | IEEE Transactions on Signal Processing |
Keywords | Field | DocType |
Toeplitz matrices,approximation theory,conjugate gradient methods,matrix decomposition,spectral analysis,Gohberg-Semencul representation,IAA spectral estimation,Toeplitz matrix factorization,iterative adaptive approach,linear systems of equations,numerical simulation,preconditioned conjugate gradient method,superfast approximative one-dimensional algorithm,Fast algorithms,Toeplitz inversion,iterative adaptive approach (IAA),preconditioned conjugate gradient,spectral estimation | Conjugate gradient method,Approximation algorithm,Mathematical optimization,Spectral density estimation,Linear system,Matrix decomposition,Toeplitz matrix,Factorization,Mathematics,Computational complexity theory | Journal |
Volume | Issue | ISSN |
60 | 1 | 1053-587X |
Citations | PageRank | References |
24 | 1.01 | 10 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| George-Othon Glentis | 1 | 129 | 13.59 |
| Andreas Jakobsson | 2 | 409 | 43.32 |