Efficient Time Recursive Coherence Spectrum Estimation
Angelopoulos, Kostas ; Glentis, George-Othan and Jakobsson, Andreas LU
(2012)
20th European Signal Processing Conference, 2012
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:
https://lup.lub.lu.se/record/3193691
- author
- Angelopoulos, Kostas
; Glentis, George-Othan
and Jakobsson, Andreas
LU
- organization
- publishing date
- 2012
- type
- Chapter in Book/Report/Conference proceeding
- publication status
- published
- subject
- keywords
- Coherence spectrum, data adaptive estimators, efficient algorithms
- host publication
- 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
- conference location
- Bucharest, Romania
- conference dates
- 2012-08-27 - 2012-08-31
- 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
- 2016-04-01 10:33:04
- date last changed
- 2024-02-21 19:32:06
@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}},
keywords = {{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}},
url = {{http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6333859}},
year = {{2012}},
}