A new Toeplitz approximation method for linear prediction matrices

Authors:
J. Murakami;Y. Tadokoro
Affiliations:
Department of Information and Computer Sciences, Toyohashi University of Technology, Toyohashi, Japan;Department of Information and Computer Sciences, Toyohashi University of Technology, Toyohashi, Japan
Venue:
ICASSP'93 Proceedings of the 1993 IEEE international conference on Acoustics, speech, and signal processing: digital speech processing - Volume III
Year:
1993

Citing 4
Cited 0

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Abstract

In this paper, we propose a new method to construct the reduced rank Toeplitz approximation matrices to the linear prediction matrices or the covariance matrices. This method uses the power method in order to reduce the computation time compared with the conventional method. As a practical application of this method, we consider the harmonic retrieval problem in case an input data sequence is composed of N sinusoids in additive white noise. As a result, the effectiveness of our method is confirmed.