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Efficient time-recursive implementation of matched filterbank spectral estimators
KTH, School of Electrical Engineering (EES), Communication Theory.
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
Abstract [en]

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.
Keyword [en]
adaptive filters, computational complexity, covariance matrices, iterative methods, spectrum analysis, time-varying systems
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-37755DOI: 10.1109/TCSI.2004.842876ISI: 000227534500005Scopus ID: 2-s2.0-16344385309OAI: oai:DiVA.org:kth-37755DiVA: diva2:435117
Available from: 2011-08-17 Created: 2011-08-17 Last updated: 2017-12-08Bibliographically approved

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Larsson, Erik G.
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  • Other locale
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  • asciidoc
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