Fast Toeplitz-Hankel orthogonalization for high-resolution spectral estimation
The authors proposed a fast algorithm to perform the QR decomposition of the FBLP (forward-backward linear prediction) matrix. It is based on exploring the special Toeplitz-Hankel form of the FBLP matrix. The computational complexity is then reduced to 10n/sup 2/+4mn+O(n) The fast algorithm, can also be easily implemented onto a linear systolic array. The number of time steps required is further reduced to 2m+n-1 by using the parallel implementation.<<ETX>>