| Title | Efficient Algorithms for Computing the Capon and APES Filters |
| Authors | Erik Gudmundson, Andreas Jakobsson |
| Full-text | Available as PDF, Restricted Access |
| Alternative Location | http://ieeexplore.ieee.org/..., Restricted Access |
| Publication | 2007 Conference Record of the Forty-First Asilomar Conference on Signals, Systems and Computers |
| Year | 2007 |
| Pages | 427 - 430 |
| Document type | Conference paper |
| Conference name | 41st Asilomar Conference on Signals, Systems, and Computers |
| Conference Date | 2007-11-04 |
| Conference Location | Pacific Grove |
| Status | Published |
| Quality controlled | Yes |
| Language | eng |
| Publisher | IEEE |
| Abstract English | The computation of the Capon and the amplitude and phase estimation (APES) filters can be very time consuming. The burden lies not only in the inversion of the sample covariance matrix, but also in the matrix multiplications. In this paper, we propose an efficient algorithm for the computation of the above mentioned filters, using Cholesky factorization and fast Fourier transforms. Furthermore, we discuss and illustrate the benefits of using the proposed algorithms in the spectral analysis of data with missing samples. |
| Keywords | fast Fourier transforms, Capon filters, APES filters, amplitude estimation, phase estimation, covariance matrix, matrix multiplications, Cholesky factorization, |
| ISBN/ISSN/Other | ISSN: 10586393 |
Questions: webmaster
Last update: 2013-04-11
Centre for Mathematical Sciences, Box 118, SE-22100, Lund. Telefon: +46 46-222 00 00 (vx)