Title
Real orthogonal polynomials in frequency analysis
Abbreviated Journal Title
Math. Comput.
Keywords
frequency analysis problem; frequency estimation; orthogonal; polynomials; Szego polynomials; para-orthogonal polynomials; quadrature; SZEGO POLYNOMIALS; UNIT-CIRCLE; CONTINUED FRACTIONS; QUADRATURE; ALGORITHM; ZEROS; Mathematics, Applied
Abstract
We study the use of para-orthogonal polynomials in solving the frequency analysis problem. Through a transformation of Delsarte and Genin, we present an approach for the frequency analysis by using the zeros and Christoffel numbers of polynomials orthogonal on the real line. This leads to a simple and fast algorithm for the estimation of frequencies. We also provide a new method, faster than the Levinson algorithm, for the determination of the reflection coefficients of the corresponding real Szego polynomials from the given moments.
Journal Title
Mathematics of Computation
Volume
74
Issue/Number
249
Publication Date
1-1-2004
Document Type
Article
Language
English
First Page
341
Last Page
362
WOS Identifier
ISSN
0025-5718
Recommended Citation
"Real orthogonal polynomials in frequency analysis" (2004). Faculty Bibliography 2000s. 4224.
https://stars.library.ucf.edu/facultybib2000/4224
Comments
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