基于二维NSHP AR模型的带加权因子的快速递归最小二乘及其在光谱估计中的应用

1996 IEEE Digital Signal Processing Workshop Proceedings Pub Date : 1996-09-01 DOI:10.1109/DSPWS.1996.555530

E. Horita, K. Nishikawa, Y. Miyanaga

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引用次数: 0

摘要

本文提出了一种基于二维AR模型的快速RLS算法，用于估计信号的时间和空间功率谱。该方法引入了非对称半平面(NSHP)模型和关于时间的指数加权因子。此外，还降低了传统FRLS的计算成本。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A fast recursive least-squares with a weighting factor based an a 2-D NSHP AR model and its application to spectral estimation

This paper proposes a fast RLS based on a two-dimensional AR model in order to estimate a power spectrum of signals about time and space. The proposed method introduces a non-symmetric half plane (NSHP) model and an exponential weighting factor about time. Moreover, the calculation cost of the conventional FRLS is reduced.

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1996 IEEE Digital Signal Processing Workshop Proceedings

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