Iterative Approximation of Analytic Eigenvalues of a Parahermitian Matrix EVD

Abstract

We present an algorithm that extracts analytic eigenvalues from a parahermitian matrix. Operating in the discrete Fourier transform domain, an inner iteration re-establishes the lost association between bins via a maximum likelihood sequence detection driven by a smoothness criterion. An outer iteration continues until a desired accuracy for the approximation of the extracted eigenvalues has been achieved. The approach is compared to existing algorithms.