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A new autoregressive spectrum analysis algorithm
Abstract
A new recursive algorithm for autoregressive (AR) spectral estimation is introduced, based on the least squares solution for the AR parameters using forward and backward linear prediction. The algorithm has computational complexity proportional to the process order squared, comparable to that of the popular Burg algorithm. The computational efficiency is obtained by exploiting the structure of the least squares normal matrix equation, which may be decomposed into products of Toeplitz matrices. AR spectra generated by the new algorithm have improved performance over AR spectra generated by the Burg algorithm. These improvements include less bias in the frequency estimate of spectral components, reduced variance in frequency estimates over an ensemble of spectra, and absence of observed spectral line splitting.
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Research works printed but not linked: 14
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Cited by
Spectrum analysis—A modern perspective
Kay, S. M., & Marple, S. L. (1981) · Proceedings of the IEEE · doi:10.1109/proc.1981.12184 · Cited by 3,146
Conjugate Gradient Methods for Toeplitz Systems
Chan, R. H., & Ng, M. K. (1996) · SIAM Review · doi:10.1137/s0036144594276474 · Cited by 801
Accuracy of assessment of cardiac vagal tone by heart rate variability in normal subjects.
Hayano, J., Sakakibara, Y., Yamada, A., Yamada, M., Mukai, S., Fujinami, T., Yokoyama, K., Watanabe, Y., & Takata, K. (1991) · The American Journal of Cardiology · doi:10.1016/0002-9149(91)90445-q · Cited by 746
Very high-frequency rhythmic activity during SEEG suppression in frontal lobe epilepsy
Allen, P. J., Fish, D. R., & Smith, S. J. M. (1992) · Electroencephalography and Clinical Neurophysiology · doi:10.1016/0013-4694(92)90160-j · Cited by 254
Spectral Analysis of Heart Rate Variability: Time Window Matters
Li, K., Rüdiger, H., & Ziemssen, T. (2019) · Frontiers in Neurology · doi:10.3389/fneur.2019.00545 · Cited by 215
Metadata
- Authors
- Marple, L.
- Venue
- IEEE Transactions on Acoustics, Speech, and Signal Processing
- Published
- 1980-08
- Volume
- 28
- Issue
- 4
- Pages
- 441-454
- ISSN
- 0096-3518 (ISSN-L)
- OpenAlex
- W2153859070
- Cited by
- 433
- References
- 0
- FWCI
- 20.48
- Type
- journal article
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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