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 |
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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 |
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Country/Territory | Austria |
City | Vienna |
Period | 6/09/2004 → 10/09/2004 |