Analysis of an adaptive extrapolation algorithm on the recovery of harmonic signals

A. E. Brito, S. Cabrera
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引用次数: 4

Abstract

The adaptive weighted norm extrapolation (AWNE) method is well suited for recovering sinusoidal signals from short data records since they have well concentrated spectral representations. This paper analyzes the performance of the algorithm in the recovery of sinusoidal signals; validates the assumption that the result of the algorithm is a windowed version of the original; and derives a form for this imposed window. The role of the autocorrelation of the window used in the AWNE algorithm plays a key role in our analysis. We also provide a new interpretation of the AWNE method as a best subspace selection method for signal approximation.
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谐波信号恢复的自适应外推算法分析
自适应加权范数外推(AWNE)方法非常适合从短数据记录中恢复正弦信号,因为它们具有很好的集中的频谱表示。分析了该算法在正弦信号恢复中的性能;验证算法的结果是原始结果的窗口版本的假设;并为这个强加的窗口推导出一个形式。AWNE算法中使用的窗口的自相关作用在我们的分析中起着关键作用。我们还提供了AWNE方法作为信号逼近的最佳子空间选择方法的新解释。
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