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

Stephen R. Alty; Andreas Jakobsson; Erik G. Larsson

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

Stephen R. Alty, Andreas Jakobsson, Erik G. Larsson

King's College London

Research output: Chapter in Book/Report/Conference proceeding › Other chapter contribution › peer-review

3 Citations (Scopus)

Abstract

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 computational gain as compared to the computational complexity associated with the batch re-evaluation of the spectral estimates for each time-update.

Original language	English
Title of host publication	2004 12th European Signal Processing Conference, EUSIPCO 2004
Publisher	European Signal Processing Conference, EUSIPCO
Pages	1269-1272
Number of pages	4
Volume	06-10-September-2004
ISBN (Electronic)	9783200001657
Publication status	Published - 3 Apr 2015
Event	12th European Signal Processing Conference, EUSIPCO 2004 - Vienna, Austria Duration: 6 Sept 2004 → 10 Sept 2004

Conference

Conference	12th European Signal Processing Conference, EUSIPCO 2004
Country/Territory	Austria
City	Vienna
Period	6/09/2004 → 10/09/2004

Cite this

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title = "Efficient implementation of the time-recursive Capon and APES spectral estimators",

abstract = "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 computational gain as compared to the computational complexity associated with the batch re-evaluation of the spectral estimates for each time-update.",

author = "Alty, {Stephen R.} and Andreas Jakobsson and Larsson, {Erik G.}",

year = "2015",

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booktitle = "2004 12th European Signal Processing Conference, EUSIPCO 2004",

publisher = "European Signal Processing Conference, EUSIPCO",

note = "12th European Signal Processing Conference, EUSIPCO 2004 ; Conference date: 06-09-2004 Through 10-09-2004",

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Alty, SR, Jakobsson, A & Larsson, EG 2015, Efficient implementation of the time-recursive Capon and APES spectral estimators. in 2004 12th European Signal Processing Conference, EUSIPCO 2004. vol. 06-10-September-2004, 7080094, European Signal Processing Conference, EUSIPCO, pp. 1269-1272, 12th European Signal Processing Conference, EUSIPCO 2004, Vienna, Austria, 6/09/2004.

Efficient implementation of the time-recursive Capon and APES spectral estimators. / Alty, Stephen R.; Jakobsson, Andreas; Larsson, Erik G.
2004 12th European Signal Processing Conference, EUSIPCO 2004. Vol. 06-10-September-2004 European Signal Processing Conference, EUSIPCO, 2015. p. 1269-1272 7080094.

Research output: Chapter in Book/Report/Conference proceeding › Other chapter contribution › peer-review

TY - CHAP

T1 - Efficient implementation of the time-recursive Capon and APES spectral estimators

AU - Alty, Stephen R.

AU - Jakobsson, Andreas

AU - Larsson, Erik G.

PY - 2015/4/3

Y1 - 2015/4/3

N2 - 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 computational gain as compared to the computational complexity associated with the batch re-evaluation of the spectral estimates for each time-update.

AB - 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 computational gain as compared to the computational complexity associated with the batch re-evaluation of the spectral estimates for each time-update.

UR - http://www.scopus.com/inward/record.url?scp=84960183730&partnerID=8YFLogxK

M3 - Other chapter contribution

AN - SCOPUS:84960183730

VL - 06-10-September-2004

SP - 1269

EP - 1272

BT - 2004 12th European Signal Processing Conference, EUSIPCO 2004

PB - European Signal Processing Conference, EUSIPCO

T2 - 12th European Signal Processing Conference, EUSIPCO 2004

Y2 - 6 September 2004 through 10 September 2004

ER -

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

Abstract

Conference

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