| Paper: | SPTM-P3.7 | ||
| Session: | System Modeling, Representation and Identification | ||
| Time: | Tuesday, May 16, 16:30 - 18:30 | ||
| Presentation: | Poster | ||
| Topic: | Signal Processing Theory and Methods: System Modeling, Representation, and Identification | ||
| Title: | A Robust Interpolation Algorithm for Spectral Estimation | ||
| Authors: | Kaushik Mahata, Minyue Fu, University of Newcastle, Australia | ||
| Abstract: | We propose a robust interpolation algorithm for model-based spectral estimation. The interpolation data represent information about the half spectrum function associated with a given signal and are computed from an input-to-state filter. Our algorithm allows a large number of noisy interpolation data to be used to optimally fit a half spectrum function of a fixed order. The algorithm involves solving a set of linear matrix inequalities and is thus numerically efficient. | ||
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