An Iterative Eigenvector Estimation Algorithm and its Application in Spectral Estimation
Qi Sun, Xiaohui Zhao · 2012
Through improvement of subspace iteration method and utilization of deflation technique, a new iterative algorithm for eigenvector estimation is presented. Compared to current eigenvector calculation methods such as SVD, the proposed algorithm can effectively reduce calculation burden and complexity with high estimation accuracy, and it is easily implemented on time. Using this algorithm in spectrum estimation, it is known by computer simulation that the proposed algorithm attains higher spectrum estimation solution than that of standard MUSIC spectrum estimation method and needs less calculation, which proves the effectiveness and advantage of the algorithm.