Effective adaptive Pisarenko spectrum estimate
Yu Hen Hu, Pin-Kuan Chou · 2005
In this paper, we present a new method for real time computation of the Pisarenko's spectrum estimates [1]. This method makes use of subspace iteration technique and Rayleigh-Ritz procedure to find the extreme eigenvector of a symmetric matrix. When apply to Pisarenko's high resolution spectrum estimation problem, the proposed method can update the minimum eigenvector adaptively and make real time processing possible.