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Adaptive spectral estimation by the conjugate gradient method.

Huanqun ChenTapan K. SarkarSohail A. DianatJohn Brule
Published in: IEEE Trans. Acoust. Speech Signal Process. (1986)
Keyphrases
  • spectral estimation
  • conjugate gradient method
  • minimum variance
  • signal processing
  • objective function
  • power spectrum
  • conjugate gradient
  • positive definite
  • portfolio optimization
  • convergence property