Spectral estimation via adaptive filterbank methods: a unified analysis and a new algorithm
2002 (English)In: Signal Processing, ISSN 0165-1684, E-ISSN 1872-7557, Vol. 82, no 12, 1991-2001 p.Article in journal (Refereed) Published
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.
Spectral estimation; ive filterbank methods; APES; CAPON
Engineering and Technology
IdentifiersURN: urn:nbn:se:liu:diva-77067DOI: 10.1016/S0165-1684(02)00383-3OAI: oai:DiVA.org:liu-77067DiVA: diva2:524792