| Title | Efficient time-recursive implementation of matched filterbank spectral. estimators |
| Authors | Stephen Alty, Andreas Jakobsson, Erik G. Larsson |
| Full-text | Available as PDF, Restricted Access |
| Alternative Location | http://dx.doi.org/10.1109/T... |
| Publication | IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications |
| Year | 2005 |
| Volume | 52 |
| Issue | 3 |
| Pages | 516 - 521 |
| Document type | Article |
| Status | Published |
| Quality controlled | Yes |
| Language | eng |
| Abstract English | 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, via simulations, the algorithm is found to be numerically superior to the time-updated spectral estimate formed from directly updating the data covariance matrix. |
| Keywords | adaptive filters, computational complexity, covariance matrices, iterative methods, spectrum analysis, time-varying systems, APES, |
| ISBN/ISSN/Other | ISSN: 1057-7122 |
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