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Spectral factorization using FFTs for large‐scale problems
Author(s) -
Moir T. J.
Publication year - 2015
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.2512
Subject(s) - factorization , scalar (mathematics) , computer science , matrix decomposition , scale (ratio) , spectral theorem , block (permutation group theory) , spectral analysis , algorithm , mathematics , discrete mathematics , physics , combinatorics , eigenvalues and eigenvectors , geometry , quantum mechanics , spectroscopy , operator theory
Summary A method is provided for scalar systems, which uses FFTs and provides spectral factorization directly from the periodogram. The method is block recursive, providing better estimates as time progresses with more data available. Although spectral factorization is a mature technique, the current methods available are generally too slow to cope with acoustic problems of the scale discussed here. Copyright © 2014 John Wiley & Sons, Ltd.