FAST LEAST-SQUARES ESTIMATION OF AMPLITUDE AND PHASE OF DAMPED COSINES

被引：1

作者：

DEMEURE, CJ

机构：

[1] Thomson-CSF, Division Télécommunications, 92231 Gennevilliers Cedex

来源：

SIGNAL PROCESSING | 1990年 / 21卷 / 02期

关键词：

Grammian matrix; least squares; QR and Cholesky factorization; Vandermonde matrix;

D O I：

10.1016/0165-1684(90)90044-Y

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In this paper we introduce a fast algorithm for computing the QR factors of the rectangular real matrix Vr, that represents a Vandermonde matrix 'in its real form'. This matrix arises when solving the overdetermined system of linear equations for estimating the amplitudes and phases of damped and phased cosines. The frequencies and damping factors are assumed known or estimated. The resulting exploits the special structure of the matrix Vr as well as the special structure of its Grammian VrTVr. The algorithm is an order of magnitude faster than standard QR algorithms based on Householder matrices. © 1990.

引用

页码：107 / 115

页数：9

共 12 条

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