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
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:
https://lup.lub.lu.se/record/1274695
- author
- Gudmundson, Erik
and Jakobsson, Andreas
LU
- publishing date
- 2007
- 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
- host publication
- 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
- conference location
- Pacific Grove, CA, United States
- conference dates
- 2007-11-04 - 2007-11-07
- 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
- 2016-04-01 15:25:20
- date last changed
- 2022-01-28 05:16:10
@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}},
keywords = {{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}},
url = {{http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=4487245}},
year = {{2007}},
}