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Efficient Algorithms for Computing the Capon and APES Filters

Gudmundson, Erik and Jakobsson, Andreas LU (2007) 41st Asilomar Conference on Signals, Systems and Computers, 2007 In 2007 Conference Record of the Forty-First Asilomar Conference on Signals, Systems and Computers p.427-430
Abstract
The computation of the Capon and the amplitude and phase estimation (APES) filters can be very time consuming. The burden lies not only in the inversion of the sample covariance matrix, but also in the matrix multiplications. In this paper, we propose an efficient algorithm for the computation of the above mentioned filters, using Cholesky factorization and fast Fourier transforms. Furthermore, we discuss and illustrate the benefits of using the proposed algorithms in the spectral analysis of data with missing samples.
Please use this url to cite or link to this publication:
author
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
keywords
fast Fourier transforms, Capon filters, APES filters, amplitude estimation, phase estimation, covariance matrix, matrix multiplications, Cholesky factorization
in
2007 Conference Record of the Forty-First Asilomar Conference on Signals, Systems and Computers
pages
427 - 430
publisher
IEEE--Institute of Electrical and Electronics Engineers Inc.
conference name
41st Asilomar Conference on Signals, Systems and Computers, 2007
external identifiers
  • scopus:50249094607
ISSN
1058-6393
language
English
LU publication?
no
id
6ffa618e-620a-4b59-a920-6424a8d4c87a (old id 1274695)
alternative location
http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=4487245
date added to LUP
2009-05-25 12:24:36
date last changed
2017-08-27 05:08:43
@inproceedings{6ffa618e-620a-4b59-a920-6424a8d4c87a,
  abstract     = {The computation of the Capon and the amplitude and phase estimation (APES) filters can be very time consuming. The burden lies not only in the inversion of the sample covariance matrix, but also in the matrix multiplications. In this paper, we propose an efficient algorithm for the computation of the above mentioned filters, using Cholesky factorization and fast Fourier transforms. Furthermore, we discuss and illustrate the benefits of using the proposed algorithms in the spectral analysis of data with missing samples.},
  author       = {Gudmundson, Erik and Jakobsson, Andreas},
  booktitle    = {2007 Conference Record of the Forty-First Asilomar Conference on Signals, Systems and Computers},
  issn         = {1058-6393},
  keyword      = {fast Fourier transforms,Capon filters,APES filters,amplitude estimation,phase estimation,covariance matrix,matrix multiplications,Cholesky factorization},
  language     = {eng},
  pages        = {427--430},
  publisher    = {IEEE--Institute of Electrical and Electronics Engineers Inc.},
  title        = {Efficient Algorithms for Computing the Capon and APES Filters},
  year         = {2007},
}