Efficient implementation of the time-recursive Capon and APES spectral estimators
2004 (English)In: EUSIPCO 2004, 2004, 1269-1272 p.Conference paper (Refereed)
A method for the computationally efficient sliding window time-updating of the Capon and APES spectral estimators based on the time-variant displacement structure of the data covariance matrix is presented. The proposed algorithm forms a natural extension of the computationally most efficient algorithm to date, and offers a significant computationalgain as compared to the computational complexity associated with the batch re-evaluation of the spectral estimates for each time-update.
Place, publisher, year, edition, pages
2004. 1269-1272 p.
Engineering and Technology
IdentifiersURN: urn:nbn:se:liu:diva-77272ISBN: 3-200-00165-8OAI: oai:DiVA.org:liu-77272DiVA: diva2:526068
12th European Signal Processing Conference, Sept. 6-10, 2004, Vienna, Austria