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Efficient time-recursive implementation of matched filterbank spectral. estimators

Alty, Stephen; Jakobsson, Andreas LU and Larsson, Erik G. (2005) In IEEE Transactions on Circuits and Systems Part 1: Fundamental Theory and Applications 52(3). p.516-521
Abstract
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.
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author
publishing date
type
Contribution to journal
publication status
published
subject
keywords
adaptive filters, computational complexity, covariance matrices, iterative methods, spectrum analysis, time-varying systems, APES
in
IEEE Transactions on Circuits and Systems Part 1: Fundamental Theory and Applications
volume
52
issue
3
pages
516 - 521
publisher
IEEE--Institute of Electrical and Electronics Engineers Inc.
external identifiers
  • Scopus:16344385309
ISSN
1057-7122
DOI
10.1109/TCSI.2004.842876
language
English
LU publication?
no
id
69652895-1473-4c10-bb74-9a963d6b1e34 (old id 1216102)
date added to LUP
2008-09-30 09:57:02
date last changed
2016-10-13 04:36:40
@misc{69652895-1473-4c10-bb74-9a963d6b1e34,
  abstract     = {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.},
  author       = {Alty, Stephen and Jakobsson, Andreas and Larsson, Erik G.},
  issn         = {1057-7122},
  keyword      = {adaptive filters,computational complexity,covariance matrices,iterative methods,spectrum analysis,time-varying systems,APES},
  language     = {eng},
  number       = {3},
  pages        = {516--521},
  publisher    = {ARRAY(0xcf9fb78)},
  series       = {IEEE Transactions on Circuits and Systems Part 1: Fundamental Theory and Applications},
  title        = {Efficient time-recursive implementation of matched filterbank spectral. estimators},
  url          = {http://dx.doi.org/10.1109/TCSI.2004.842876},
  volume       = {52},
  year         = {2005},
}