- Title
- A robust interpolation algorithm for spectral analysis
- Creator
- Mahata, Kaushik; Fu, Minyue
- Relation
- IEEE Transactions on Signal Processing Vol. 55, Issue 10, p. 4851-4861
- Publisher Link
- http://dx.doi.org/10.1109/TSP.2007.896253
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Resource Type
- journal article
- Date
- 2007
- Description
- We propose a robust interpolation algorithm for model-based spectral analysis. Instead of estimating the spectral model directly, the so-called half spectrum, which has a one-to-one relationship with the spectrum through standard spectral decomposition, is estimated using an interpolation approach. The interpolation data consists of the values and the derivatives of the half spectrum function at a set of user-specified points, and can be easily estimated using an input-to-state filter. Our algorithm allows a large number of noisy interpolation data to be used to optimally fit a half spectrum function of a fixed order. The capability of handling large number of interpolation data makes our algorithm robust to the inherent finite sample noise in the interpolation data. The algorithm involves solving some least-squares problems and semidefinite programming problems, and is thus numerically efficient. Numerical tests show that our algorithm gives very reliable spectral estimates.
- Subject
- autoregressive moving average modeling; input-to-state filtering; Nevanlinna-Pick interpolation; spectral analysis
- Identifier
- http://hdl.handle.net/1959.13/937574
- Identifier
- uon:12582
- Identifier
- ISSN:1053-587X
- Rights
- Copyright © 2007 IEEE. Reprinted from IEEE Transactions on Signal Processing, Vol. 55, No. 10, pp. 4851-4861. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of University of Newcastle's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
- Language
- eng
- Full Text
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