Spectral estimation via selective harmonic amplification

Authors
Citation
Tt. Georgiou, Spectral estimation via selective harmonic amplification, IEEE AUTO C, 46(1), 2001, pp. 29-42
Citations number
26
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN journal
00189286 → ACNP
Volume
46
Issue
1
Year of publication
2001
Pages
29 - 42
Database
ISI
SICI code
0018-9286(200101)46:1<29:SEVSHA>2.0.ZU;2-R
Abstract
The state-covariance of a linear filter is characterized by a certain algeb raic commutativity property with the state matrix of the filter, and also i mposes a generalized interpolation constraint on the power spectrum of the input process. This algebraic property and the relationship between state-c ovariance and the power spectrum of the input allow the use of matrix penci ls and analytic interpolation theory for spectral analysis. Several algorit hms for spectral estimation will be developed with resolution higher than s tate of the art.