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Efficient time-recu...
Efficient time-recursive implementation of matched filterbank spectral estimators
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- Alty, S. R. (author)
- Centre for Digital Signal Processing Research, King’s College London, UK
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- Jakobsson, A. (author)
- Karlstad University
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- Larsson, Erik G. (author)
- KTH,Kommunikationsteori,Royal Institute of Technology, Stockholm
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(creator_code:org_t)
- 2005
- 2005
- English.
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In: IEEE Transactions on Circuits And Systems Part I. - 1057-7122 .- 1558-1268. ; 52:3, s. 516-521
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Subject headings
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- 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.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering (hsv//eng)
Keyword
- adaptive filters
- computational complexity
- covariance matrices
- iterative methods
- spectrum analysis
- time-varying systems
- Electrical engineering, electronics and photonics
- Elektroteknik, elektronik och fotonik
- TECHNOLOGY
Publication and Content Type
- ref (subject category)
- art (subject category)
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