Abstract
A technique for signal extrapolation based on the Lanczos method for tridiagonalizing a matrix is discussed. This technique is compared with two previously studied methods, one based on singular value decomposition (SVD) and the other using the conjugate gradient method. The quality of the extrapolation obtained using the Lanczos method is seen to approach the quality of the SVD method, while the computational complexity is of the same order as the conjugate gradient method.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.