Efficient time-recursive implementation of matched filterbank spectral. estimators

被引:12
作者
Alty, SR [1 ]
Jakobsson, A
Larsson, EG
机构
[1] Kings Coll London, Ctr Digital Signal Proc Res, London WC2R 2LS, England
[2] Karlstad Univ, Dept Elect Engn, SE-65188 Karlstad, Sweden
[3] George Washington Univ, Dept Elect Engn, Washington, DC 20052 USA
[4] Royal Inst Technol, Sch Engn, Stockholm, Sweden
关键词
adaptive filters; computational complexity; covariance matrices; iterative methods; spectrum analysis; time-varying systems;
D O I
10.1109/TCSI.2004.842876
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
In this paper, we present a computationally efficient sliding window time updating of the Capon and amplitude and phase,estimation (APES) matched filterbank spectral estimators based on the time-variant displacement structure of the data covariance matrix. The presented algorithm forms a natural extension of the most computationally 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. Furthermore, via simulations, the algorithm is found to be numerically superior to the time-updated spectral estimate formed from directly updating the data covariance matrix.
引用
收藏
页码:516 / 521
页数:6
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