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A fast adaptive algorithm for spectral estimation

An algorithm based on a direction set (DS) method is presented for spectral estimation. It is a fast algorithm because it has a computational complexity of O(N) for each coefficient update. Its rate of convergence is comparable to that of the modified conjugate gradient (CG) algorithm which has a computational complexity of O(N/sup 2/). Computer simulations illustrate that this algorithm is very effective for spectral estimation. The frequency estimates generated by this algorithm are superior than those obtained by using the modified CG algorithm and yet at a lower computational cost. This algorithm can also be extended to other applications in adaptive signal processing.