Spectral factorization using FFTs for large-scale problems

摘要

A method is provided for scalar systems, which uses FFTs and provides spectral factorization directly from the periodogram. The method is block recursive, providing better estimates as time progresses with more data available. Although spectral factorization is a mature technique, the current methods available are generally too slow to cope with acoustic problems of the scale discussed here. Copyright (c) 2014 John Wiley & Sons, Ltd.