A Steady-State Kalman Predictor-Based Filtering Strategy for Non-Overlapping Sub-Band Spectral Estimation

Sensors

Zenghui Li¹  Bin Xu¹  Jian Yang¹ 

[1] Department of Electronic Engineering, Tsinghua University, Beijing 100084, China; E-Mails:

关键词: AR model;    equiripple FIR filter;    linear prediction;    spectral estimation;    spectral overlap;    sub-band decomposition;   

DOI  :  10.3390/s150100110

来源: mdpi

【 摘 要 】

This paper focuses on suppressing spectral overlap for sub-band spectral estimation, with which we can greatly decrease the computational complexity of existing spectral estimation algorithms, such as nonlinear least squares spectral analysis and non-quadratic regularized sparse representation. Firstly, our study shows that the nominal ability of the high-order analysis filter to suppress spectral overlap is greatly weakened when filtering a finite-length sequence, because many meaningless zeros are used as samples in convolution operations. Next, an extrapolation-based filtering strategy is proposed to produce a series of estimates as the substitutions of the zeros and to recover the suppression ability. Meanwhile, a steady-state Kalman predictor is applied to perform a linearly-optimal extrapolation. Finally, several typical methods for spectral analysis are applied to demonstrate the effectiveness of the proposed strategy.

【 授权许可】

CC BY   
© 2015 by the authors; licensee MDPI, Basel, Switzerland.