Efficient implementation of the time-recursive Capon and APES spectral estimators

• 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.

Keyword

TECHNOLOGY

TEKNIKVETENSKAP

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