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Spectral estimation via adaptive filterbank methods: a unified analysis and a new algorithm
Department of Electrical and Computer Engineering, University of Florida, USA.
Department of Systems and Control, Uppsala University, Sweden.
Department of Electrical and Computer Engineering, University of Florida, USA.
2002 (English)In: Signal Processing, ISSN 0165-1684, E-ISSN 1872-7557, Vol. 82, no 12, 1991-2001 p.Article in journal (Refereed) Published
Abstract [en]

The problem of estimating the amplitude spectrum of a signal is of interest in a number of applications ranging from radar imaging to time-series analysis. The so-called adaptive filterbank-based nonparametric spectral estimators have recently received renewed interest as potential solutions to this problem. In essence, the adaptive filterbank methods determine an estimate of the spectrum for a frequency of interest by computing a finite impulse response filter according to a certain criterion and fitting a sinusoid to the filtered data sequence. In this paper, we first analyze the asymptotic estimation accuracy of the amplitude spectrum for various filterbank estimators. Next, we propose a new adaptive filterbank estimator based on a minimum mean square error criterion. Numerical examples indicate that the new estimator can have a better resolution capability than previously known filterbank estimators.

Place, publisher, year, edition, pages
Amsterdam, The Netherlands: Elsevier, 2002. Vol. 82, no 12, 1991-2001 p.
Keyword [en]
Spectral estimation; ive filterbank methods; APES; CAPON
National Category
Engineering and Technology
URN: urn:nbn:se:liu:diva-77067DOI: 10.1016/S0165-1684(02)00383-3OAI: diva2:524792
Available from: 2012-05-03 Created: 2012-05-03 Last updated: 2012-05-11Bibliographically approved

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Larsson, Erik G.
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