Title :
An amplitude spectral Capon estimator with a variable filter length
Author :
Nielsen, Jesper Kjaer ; Smaragdis, Paris ; Christensen, Mads Grasboll ; Jensen, Soren Holdt
Author_Institution :
Dept. of Electron. Syst., Aalborg Univ., Aalborg, Denmark
Abstract :
The filter bank methods have been a popular non-parametric way of computing the complex amplitude spectrum. So far, the length of the filters in these filter banks has been set to some constant value independently of the data. In this paper, we take the first step towards considering the filter length as an unknown parameter. Specifically, we derive a very simple and approximate way of determining the optimal filter length in a data-adaptive way. Based on this analysis, we also derive a model averaged version of the forward and the forward-backward amplitude spectral Capon estimators. Through simulations, we show that these estimators significantly improve the estimation accuracy compared to the traditional Capon estimators.
Keywords :
channel bank filters; amplitude spectral Capon estimator; complex amplitude spectrum; data-adaptive way; filter bank methods; optimal filter length; variable filter length; Approximation methods; Covariance matrix; Estimation; Indexes; Signal to noise ratio; Vectors; Capon; Filter Bank Methods; Spectral Estimation;
Conference_Titel :
Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European
Print_ISBN :
978-1-4673-1068-0