Efficient Algorithms for Computing the Capon and APES Filters

Author

Gudmundson, Erik ; Jakobsson, Andreas

Author_Institution

Uppsala Univ., Uppsala

fYear

2007

fDate

4-7 Nov. 2007

Firstpage

427

Lastpage

430

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Signals, Systems and Computers, 2007. ACSSC 2007. Conference Record of the Forty-First Asilomar Conference on

Conference_Location

Pacific Grove, CA

ISSN

1058-6393

Print_ISBN

978-1-4244-2109-1

Electronic_ISBN

1058-6393

Type

conf

DOI

10.1109/ACSSC.2007.4487245

Filename

4487245