Efficient Time-Recursive Implementation of Matched Filterbank Spectral Estimators
2005 (English)In: IEEE Transactions on Circuits and Systems Part 1: Regular Papers, ISSN 1549-8328, Vol. 52, no 3, 516-521 p.Article in journal (Refereed) Published
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, through simulations, the algorithm is found to be numerically superior to the time-updated spectral estimate formed from directly updating the data covariance matrix.
Place, publisher, year, edition, pages
2005. Vol. 52, no 3, 516-521 p.
National CategoryEngineering and Technology
IdentifiersURN: urn:nbn:se:liu:diva-77017DOI: 10.1109/TCSI.2004.842876OAI: oai:DiVA.org:liu-77017DiVA: diva2:524426