A fast recursive least-squares with a weighting factor based an a 2-D NSHP AR model and its application to spectral estimation

E. Horita, K. Nishikawa, Y. Miyanaga
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Abstract

This paper proposes a fast RLS based on a two-dimensional AR model in order to estimate a power spectrum of signals about time and space. The proposed method introduces a non-symmetric half plane (NSHP) model and an exponential weighting factor about time. Moreover, the calculation cost of the conventional FRLS is reduced.
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基于二维NSHP AR模型的带加权因子的快速递归最小二乘及其在光谱估计中的应用
本文提出了一种基于二维AR模型的快速RLS算法,用于估计信号的时间和空间功率谱。该方法引入了非对称半平面(NSHP)模型和关于时间的指数加权因子。此外,还降低了传统FRLS的计算成本。
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