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Superfast Line Spectral Estimation. (arXiv:1705.06073v1 [cs.IT])
来源于:arXiv
A number of recent works have proposed to solve the line spectral estimation
problem by applying an off-the-grid ex- tension of sparse estimation
techniques. These methods are more advantageous than classical line spectral
estimation algorithms because they inherently estimate the model order.
However, they all have computation times which grow at least cubically in the
problem size, which limits their practical applicability for large problem
sizes. To alleviate this issue, we propose a low-complexity method for line
spectral estimation, which also draws on ideas from sparse estimation. Our
method is based on a probabilistic view of the problem. The signal covariance
matrix is shown to have Toeplitz structure, allowing superfast Toeplitz
inversion to be used. We demonstrate that our method achieves estimation
accuracy at least as good as current methods and that it does so while being
orders of magnitudes faster. 查看全文>>