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首页> 外文期刊>IEEE Transactions on Signal Processing >Estimation of multiple sinusoidal frequencies using truncated least squares methods
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Estimation of multiple sinusoidal frequencies using truncated least squares methods

机译:使用截短最小二乘法估算多个正弦频率

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摘要

To reduce the computational complexity of resolving closely spaced frequencies, three truncated QR methods are proposed: (1) truncated QR without column pivoting (TQR): (2) truncated QR with reordered columns) TQRR); and (3) truncated QR with column pivoting (TQRP). It is demonstrated that many of the benefits of the singular value decomposition based methods are achievable under the truncated QR methods with much lower computational cost. Based on the forward-backward linear prediction model, computer simulations and comparisons are provided for different truncation methods under various SNRs. Comparisons of asymptotic performance for large data samples are also given.
机译:为了降低解析近距离频率的计算复杂度,提出了三种截断QR方法:(1)无列枢转的截断QR(TQR):(2)有重排列的截断QR)TQRR); (3)通过列旋转(TQRP)截断QR。结果表明,在截断QR方法下,基于奇异值分解的方法的许多优点是可以实现的,而计算成本却低得多。基于前向-后向线性预测模型,在各种信噪比下针对不同的截断方法提供了计算机仿真和比较。还给出了大数据样本渐近性能的比较。

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