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Improved Newton-type Algorithm for Adaptive Implementation of Pisarenko's Harmonic Retrieval Method and its Convergence Analysis

Mathew, George and Dasgupta, Soura and Reddy, Vellenki U (1994) Improved Newton-type Algorithm for Adaptive Implementation of Pisarenko's Harmonic Retrieval Method and its Convergence Analysis. In: IEEE Transactions on Signal Processing, 42 (2). pp. 434-437.

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Abstract

Pisarenko’s harmonic retrieval (PHR) method is probably the first eigenstructure based algorithm for estimating the frequencies of sinusoids corrupted by additive white noise. To develop an adaptive implementation of the PHR method, one group of authors has proposed a least-squares type recursive algorithm. In their algorithm, they made approximations for both gradient and Hessian. In this paper, we derive an improved algorithm, where we use exact gradient and a different approximation for the Hessian and analyze its convergence rigorously. Specifically, we provide a proof for the local convergence and detailed arguments supporting the local instability of undesired stationary points.Computer simulations are used to verify the convergence performance of the new algorithm. Its performance is substantially better than that exhibited by its counterpart, especially at low SNR’s.

Item Type: Journal Article
Additional Information: Copyright 1990 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Department/Centre: Division of Electrical Sciences > Electrical Communication Engineering
Date Deposited: 25 Aug 2008
Last Modified: 19 Sep 2010 04:27
URI: http://eprints.iisc.ernet.in/id/eprint/6902

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