Title :
Efficient Algorithms for Computing the Capon and APES Filters
Author :
Gudmundson, Erik ; Jakobsson, Andreas
Author_Institution :
Uppsala Univ., Uppsala
Abstract :
The computation of the Capon and the amplitude and phase estimation (APES) filters can be very time consuming. The burden lies not only in the inversion of the sample covariance matrix, but also in the matrix multiplications. In this paper, we propose an efficient algorithm for the computation of the above mentioned filters, using Cholesky factorization and fast Fourier transforms. Furthermore, we discuss and illustrate the benefits of using the proposed algorithms in the spectral analysis of data with missing samples.
Keywords :
amplitude estimation; covariance matrices; fast Fourier transforms; filters; matrix multiplication; phase estimation; APES filters; Capon filters; Cholesky factorization; amplitude estimation; covariance matrix; fast Fourier transforms; matrix multiplications; phase estimation; Adaptive filters; Covariance matrix; Fast Fourier transforms; Frequency estimation; Information filtering; Information filters; Information technology; Iterative algorithms; Phase estimation; Polynomials;
Conference_Titel :
Signals, Systems and Computers, 2007. ACSSC 2007. Conference Record of the Forty-First Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
978-1-4244-2109-1
Electronic_ISBN :
1058-6393
DOI :
10.1109/ACSSC.2007.4487245
