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Finite Word Length Considerations in High Resolution Spectral Estimation.

机译:高分辨率谱估计中的有限字长考虑。

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This report summarizes the research results obtained in the past three years, and supported by a grant from the U.S. Army Research Office. Only the main results are summarized and for the details the reader is referred to the appropriate publications. All references here refer to our publications, a list of which is included at the end of this report. Also included at the end of the report are the abstracts of the publications. The main focus of this project was the evaluation of high resolution spectrum estimation methods with particular emphasis on state space based methods. Of particular interest are finite precision effects (numerical issues), and the statistical efficiency of high resolution methods. We believe our results have in a significant manner helped in the understanding of these methods. The results are divided into and discussed under three categories: Spectrum Estimation, Array processing and floating Point arithmetic. Keywords: Numerical methods and procedures, Kumaresan prony method, State space methods. Singular value decomposition, Approximation, Mathematics, Noise, Plane waves, Digital filters, Harmonics, Perturbations, Sinusoids, Acoustic waves. (aw)

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