Iterative approximation of analytic eigenvalues of a parahermitian matrix EVD

Autor: Ian K. Proudler, Fraser K. Coutts, Jennifer Pestana, Stephan Weiss
Jazyk: angličtina
Rok vydání: 2019
Předmět:
Zdroj: 2019 International Conference on Acoustics, Speech, and Signal Processing
ICASSP
Popis: We present an algorithm that extracts analytic eigenvalues from a parahermitian matrix. Operating in the discrete Fourier transform domain, an inner iteration re-establishes the lost association between bins via a maximum likelihood sequence detection driven by a smoothness criterion. An outer iteration continues until a desired accuracy for the approximation of the extracted eigenvalues has been achieved. The approach is compared to existing algorithms.
Databáze: OpenAIRE