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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.ORCID iD: 0000-0002-7599-4367
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: 2016-08-31Bibliographically approved

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Larsson, Erik G.
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