@misc {IOPORT.04099183, author = {Cruz, J.R. and Banjanin, Zoran}, title = {Applications of the quotient-difference algorithm to modern spectral estimation.}, howpublished = {Linear algebra in signals, systems, and control, Proc. SIAM Conf., Boston/Mass. 1986, 343-354 (1988).}, year = {1988}, abstract = {Summary: [For the entire collection see Zbl 0661.00019.] We present a new spectral estimation technique based on the classical work of {\it H. Rutishauser} [Der Q-D Algorithmus (1957; Zbl 0077.111)] and his quotient-difference (QD) algorithm. The stochastic process is modeled as a sum of non-harmonically relted undamped sinusoids. A stable version of the QD algorithm is used to compute the frequencies. A comparison between the proposed technique and a recently published method of {\it G. Cybenko} [SIAM J. Sci. Stat. Comput. 5, 317-331 (1984; Zbl 0554.65098)] using the Lanczos algorithm is discussed.}, identifier = {04099183}, }