Abstract
The state-covariance of a linear filter imposes a generalized interpolation constraint on the power spectrum of the input. We explore this observation by first characterizing minimal line-spectra which are consistent with given state-covariance data. In particular, we present a canonical decomposition for state-covariances which is analogous to the well-known decomposition of Toeplitz matrices due to Carathkodory-Fejkr and Pisarenko. Accordingly we develop subspace-based signal estimation techniques which apply to state covariances of linear filters and are analogous to MUSIC and ESPRIT. A method analogous to one due to Capon, but based on state-covariance data instead, is also presented. Finally, through a certain duality, subspace methods are shown to be useful in identifying absorption instead of emission lines in the power spectrum of the filter-input.
Original language | English (US) |
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Title of host publication | Signal Processing Theory and Methods I |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 269-272 |
Number of pages | 4 |
ISBN (Electronic) | 0780362934 |
DOIs | |
State | Published - 2000 |
Event | 25th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2000 - Istanbul, Turkey Duration: Jun 5 2000 → Jun 9 2000 |
Publication series
Name | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
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Volume | 1 |
ISSN (Print) | 1520-6149 |
Other
Other | 25th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2000 |
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Country/Territory | Turkey |
City | Istanbul |
Period | 6/5/00 → 6/9/00 |
Bibliographical note
Publisher Copyright:© 2000 IEEE.