A general constrained adaptive metbod is developed to be applied to the spectral estimation problem. The method presented can be used in a wide range of situatious, this is, we can get different estimators wíth it. The algorithm is formulated in a varíational approach context,and tbe non linear system obtained is solved with a constrained adaptive method applied to a digitized version of the spedrum. The set of constraínts is considered to be a set of known correlation values, and they can be located in non consecutíve lags. A generalization of the method is done, so it can be used in a rnu lt idimensional framework. As an example, a bidimensional ma.ximum entropy spectrum is presented.
CitacióVazquez, G., Vallverdu, F. Adaptive spectrum estimation with linear constrains. A: European Signal Processing Conference. "Signal processing IV: theories and applications: proceedings of EUSIPCO-88: Fourth European Signal Processing Conference: Grenoble, France, September 5-8, 1988". Grenoble: 1988, p. 191-193.