Efficient time-recursive implementation of matched filterbank spectral estimators
2005 (English)In: IEEE Transactions on Circuits And Systems Part I: Fundamental Theory and Applications, ISSN 1057-7122, E-ISSN 1558-1268, Vol. 52, no 3, 516-521 p.Article in journal (Refereed) Published
In this paper, we present a computationally efficient sliding window time updating of the Capon and amplitude and phase,estimation (APES) matched filterbank spectral estimators based on the time-variant displacement structure of the data covariance matrix. The presented algorithm forms a natural extension of the most computationally efficient algorithm to date, and offers a significant computational gain as compared to the computational complexity associated with the batch re-evaluation of the spectral estimates for each time-update. Furthermore, via simulations, the algorithm is found to be numerically superior to the time-updated spectral estimate formed from directly updating the data covariance matrix.
Place, publisher, year, edition, pages
2005. Vol. 52, no 3, 516-521 p.
adaptive filters, computational complexity, covariance matrices, iterative methods, spectrum analysis, time-varying systems
Electrical Engineering, Electronic Engineering, Information Engineering
IdentifiersURN: urn:nbn:se:kth:diva-37755DOI: 10.1109/TCSI.2004.842876ISI: 000227534500005ScopusID: 2-s2.0-16344385309OAI: oai:DiVA.org:kth-37755DiVA: diva2:435117