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Efficient time-recursive implementation of matched filterbank spectral. estimators

Alty, Stephen ; Jakobsson, Andreas LU orcid 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
; and
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
2016-04-04 09:45:42
date last changed
2025-10-14 11:34:42
@article{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}},
  keywords     = {{adaptive filters; computational complexity; covariance matrices; iterative methods; spectrum analysis; time-varying systems; APES}},
  language     = {{eng}},
  number       = {{3}},
  pages        = {{516--521}},
  publisher    = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
  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}},
  doi          = {{10.1109/TCSI.2004.842876}},
  volume       = {{52}},
  year         = {{2005}},
}