Estimating and time-updating the 2-D coherence spectrum

A Jakobsson, S R Alty, J Benesty

Research output: Contribution to journalArticlepeer-review

14 Citations (Scopus)


In this correspondence, we extend the recently introduced one-dimensional Capon-based Magnitude Square Coherence (MSC) spectral estimator, to form two-dimensional Capon- and Amplitude and Phase EStimation (APES)-based MSC spectral estimators. The resulting estimators are found to yield significantly improved estimates as compared to the typical Welch-based estimator. Furthermore,, we introduce a computationally efficient time-updating of the presented MSC estimators, exploiting their inherent time-varying displacement structure. The presented updating is found to dramatically lower the computational requirement of reevaluating the MSC spectral estimates
Original languageEnglish
Pages (from-to)2350 - 2354
Number of pages5
JournalIEEE Transactions on Signal Processing
Issue number5
Publication statusPublished - May 2007


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