Iterative approximation of analytic eigenvalues of a parahermitian matrix EVD

Weiss, Stephan and Proudler, Ian K. and Coutts, Fraser K. and Pestana, Jennifer (2019) Iterative approximation of analytic eigenvalues of a parahermitian matrix EVD. In: 2019 International Conference on Acoustics, Speech, and Signal Processing, 2019-05-12 - 2019-05-17.

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    Abstract

    We present an algorithm that extracts analytic eigenvalues from a parahermitian matrix. Operating in the discrete Fourier transform domain, an inner iteration re-establishes the lost association between bins via a maximum likelihood sequence detection driven by a smoothness criterion. An outer iteration continues until a desired accuracy for the approximation of the extracted eigenvalues has been achieved. The approach is compared to existing algorithms.