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A fast recursive least-squares with a weighting factor based an a 2-D NSHP AR model and its application to spectral estimation

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3 Author(s)
Horita, E. ; Fac. of Eng., Kanazawa Univ., Japan ; Nishikawa, K. ; Miyanaga, Y.

This paper proposes a fast RLS based on a two-dimensional AR model in order to estimate a power spectrum of signals about time and space. The proposed method introduces a non-symmetric half plane (NSHP) model and an exponential weighting factor about time. Moreover, the calculation cost of the conventional FRLS is reduced

Published in:

Digital Signal Processing Workshop Proceedings, 1996., IEEE

Date of Conference:

1-4 Sep 1996