Real orthogonal polynomials in frequency analysis
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Amer Mathematical Soc
American Mathematical Society (AMS)
American Mathematical Society (AMS)
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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.
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Mathematics of Computation. Providence: Amer Mathematical Soc, v. 74, n. 249, p. 341-362, 2004.
