Wilson-Burg spectral factorization with application to helix filtering
نویسندگان
چکیده
Spectral factorization methods are used for the estimation of minimum phase time series from a given power spectrum. We present an efficient technique for spectral factorization, based on Newton’s method. We show how to apply the method to the factorization of both auto and cross-spectra, and present a simple example of 2-D deconvolution in the helical coordinate system.
منابع مشابه
The Wilson-Burg method of spectral factorization with application to helical filtering
Spectral factorization is a computational procedure for constructing minimumphase (stable inverse) filters required for recursive inverse filtering. We present a novel method of spectral factorization. The method iteratively constructs an approximation of the minimum-phase filter with the given autocorrelation by repeated forward and inverse filtering and rearranging the terms. This procedure i...
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