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

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

Research output: Chapter in Book/Report/Conference proceedingOther chapter contributionpeer-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 languageEnglish
Title of host publication2004 12th European Signal Processing Conference, EUSIPCO 2004
PublisherEuropean Signal Processing Conference, EUSIPCO
Pages1269-1272
Number of pages4
Volume06-10-September-2004
ISBN (Electronic)9783200001657
Publication statusPublished - 3 Apr 2015
Event12th European Signal Processing Conference, EUSIPCO 2004 - Vienna, Austria
Duration: 6 Sept 200410 Sept 2004

Conference

Conference12th European Signal Processing Conference, EUSIPCO 2004
Country/TerritoryAustria
CityVienna
Period6/09/200410/09/2004

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