Adaptive modified covariance algorithms for spectral analysis

DOI10.1016/S0165-1684(01)00178-5MaRDI QIDQ1603771zbMATH OpenOpenAlexFDO

Authors Kyriakos Kitsios, Andreas Spanias, Bruno D. Welfert

Publication date 15 July 2002

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(01)00178-5

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

An optimum block modified covariance algorithm is developed for computing time-varying autoregressive (AR) parameters. The method presented here differs from those presented previously in that it derives optimally selected time-varying convergence factors such that the block mean square error is minimized from one iteration to the next. In particular, the algorithm developed here, called block modified covariance algorithm with individual adaptation of parameters (BMCAI), uses individual time-varying convergence factors computed using modified covariance matrix approximations along with the Gauss--Seidel method. Even though the BMCAI is gradient based, it retains the attractive spectral matching properties of fixed-window least-squares modified covariance algorithms while at the same time providing capabilities for time-varying spectral estimation.

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(7)

• Alternative parallel implementations of an AR-modified covariance spectral estimator for diagnostic ultrasonic blood flow studies
• Efficient Symmetric Algorithms for the Modified Covariance Method for Autoregressive Spectral Analysis
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• Adaptive time-frequency analysis based on autoregressive modeling
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