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Efficient Time Recursive Coherence Spectrum Estimation

Angelopoulos, Kostas; Glentis, George-Othan and Jakobsson, Andreas LU (2012) 20th European Signal Processing Conference, 2012 In Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European p.425-429
Abstract
The coherence spectrum is of notable interest as a bivariate

spectral measure in a variety of application, and the topic has

lately attracted notable interest with the recent formulation

of several high-resolution data adaptive estimators. In this

work, we present computationally efficient time recursive

implementations of the recent iterative adaptive approach (IAA)

estimator, examining both the case of complete data sets and

when some observations are missing. The algorithms continues the recent development of exploiting the estimators’ inherently low displacement rank of the necessary products of Toeplitz-like matrices, extending these to time-updating formulations for the... (More)
The coherence spectrum is of notable interest as a bivariate

spectral measure in a variety of application, and the topic has

lately attracted notable interest with the recent formulation

of several high-resolution data adaptive estimators. In this

work, we present computationally efficient time recursive

implementations of the recent iterative adaptive approach (IAA)

estimator, examining both the case of complete data sets and

when some observations are missing. The algorithms continues the recent development of exploiting the estimators’ inherently low displacement rank of the necessary products of Toeplitz-like matrices, extending these to time-updating formulations for the IAA-based coherence estimation algorithm. Numerical simulations together with theoretical complexity measures illustrate the performance of the proposed algorithm. (Less)
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
keywords
Coherence spectrum, data adaptive estimators, efficient algorithms
in
Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European
pages
5 pages
publisher
IEEE--Institute of Electrical and Electronics Engineers Inc.
conference name
20th European Signal Processing Conference, 2012
external identifiers
  • scopus:84869768163
ISSN
2076-1465
2219-5491
ISBN
978-1-4673-1068-0 (print)
language
English
LU publication?
yes
id
bf334ebb-a990-42dc-b203-8dc924a756c9 (old id 3193691)
alternative location
http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6333859
date added to LUP
2013-05-07 15:25:43
date last changed
2017-06-04 03:15:05
@inproceedings{bf334ebb-a990-42dc-b203-8dc924a756c9,
  abstract     = {The coherence spectrum is of notable interest as a bivariate<br/><br>
spectral measure in a variety of application, and the topic has<br/><br>
lately attracted notable interest with the recent formulation<br/><br>
of several high-resolution data adaptive estimators. In this<br/><br>
work, we present computationally efficient time recursive<br/><br>
implementations of the recent iterative adaptive approach (IAA)<br/><br>
estimator, examining both the case of complete data sets and<br/><br>
when some observations are missing. The algorithms continues the recent development of exploiting the estimators’ inherently low displacement rank of the necessary products of Toeplitz-like matrices, extending these to time-updating formulations for the IAA-based coherence estimation algorithm. Numerical simulations together with theoretical complexity measures illustrate the performance of the proposed algorithm.},
  author       = {Angelopoulos, Kostas and Glentis, George-Othan and Jakobsson, Andreas},
  booktitle    = {Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European},
  isbn         = {978-1-4673-1068-0 (print)},
  issn         = {2076-1465},
  keyword      = {Coherence spectrum,data adaptive estimators,efficient algorithms},
  language     = {eng},
  pages        = {425--429},
  publisher    = {IEEE--Institute of Electrical and Electronics Engineers Inc.},
  title        = {Efficient Time Recursive Coherence Spectrum Estimation},
  year         = {2012},
}