A new approach to spectral estimation: A tunable high-resolution spectral estimator

Christopher I. Byrnes, Tryphon T. Georgiou, Anders Lindquist

Research output: Contribution to journalArticlepeer-review

110 Scopus citations

Abstract

Traditional maximum entropy spectral estimation determines a power spectrum from covariance estimates. Here, we present a new approach to spectral estimation, which is based on the use of filter banks as a means of obtaining spectral interpolation data. Such data replaces standard covariance estimates. A computational procedure for obtaining suitable pole-zero (ARMA) models from such data is presented. The choice of the zeros (MA-part) of the model is completely arbitrary. By suitably choices of interbank poles and spectral zeros, the estimator can be tuned to exhibit high resolution in targeted regions of the spectrum.

Original languageEnglish (US)
Pages (from-to)3189-3205
Number of pages17
JournalIEEE Transactions on Signal Processing
Volume48
Issue number11
DOIs
StatePublished - 2000

Bibliographical note

Funding Information:
Manuscript received December 28, 1998; revised July 18, 2000. This work was supported in part by grants from AFOSR, NSF, TFR, the Göran Gustafsson Foundation, and Southwestern Bell. The associate editor coordinating the review of this paper and approving it for publication was Dr. Shubha Kadambe. C. I. Byrnes is with the Department of Systems Science and Mathematics, Washington University, St. Louis, MO 63130 USA. T. T. Georgiou is with the Department of Electrical Engineering, University of Minnesota, Minneapolis, MN 55455 USA. A. Lindquist is with the Division of Optimization and Systems Theory, Royal Institute of Technology, Stockholm, Sweden (e-mail: alq@math.kth.se). Publisher Item Identifier S 1053-587X(00)09301-6.

Copyright:
Copyright 2011 Elsevier B.V., All rights reserved.

Keywords

  • Filter banks
  • Interpolation
  • Optimization
  • Spectral estimation

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