Wang Shuguang. A Fast Eigenvalue Decomposition Algorithm and Its Applications in High Resolution Spectrum Estimation[J]. Acta Electronica Sinica, 1991, (5): 118-121.
Wang Shuguang. A Fast Eigenvalue Decomposition Algorithm and Its Applications in High Resolution Spectrum Estimation[J]. Acta Electronica Sinica, 1991, (5): 118-121.DOI:
A Fast Eigenvalue Decomposition Algorithm and Its Applications in High Resolution Spectrum Estimation
摘要
基于bVD的谱估计方法具有良好的估计性能
但运算量较大。本文介绍了一种快速矩阵特征分解方法
其运算速度比通常方法快几倍。将它用于前后向线性预测谱估计
可以降低SVD分解过程的运算量。
Abstract
SVD based spectrum estimation is of good performance
but the computational burden it heavy. This paper introduces a fast matrix eigenvalue decomposition algorithm which is several times faster than conventional one. The number of computation for SVO will be reduced if it is applied to forward-backward linear-prediction spectrum estimator.