Adaptive spectrum estimation with linear constrains

Abstract

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.