A Newton-based Ziskind-Wax alternating projection algorithm applied to spectral estimation

Biradar, L. S. ; Reddy, V. U. (1993) A Newton-based Ziskind-Wax alternating projection algorithm applied to spectral estimation IEEE Transactions on Signal Processing, 41 (3). pp. 1435-1438. ISSN 1053-587X

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Official URL: http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumb...

Related URL: http://dx.doi.org/10.1109/78.205751

Abstract

In this correspondence, we present a Newton-based alternating projection (AP) algorithm for estimating the parameters of exponential signals in noise, and compare its performance with that of modified forward-backward linear predictionlbackward linear prediction (FBLPIBLP), total least squares (TLS), and iterative quadratic maximum likelihood (IQML) methods using computer simulations. In the case of undamped sinusoids, the AP algorithm yielded lower threshold SNR than the others, while in the case of damped sinusoids, its threshold SNR is same as that of TLS, but is 1 dB lower than that of MBLP and IQML.

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