Title :
Efficient implementation of the time-recursive Capon and APES spectral estimators
Author :
Alty, Stephen R. ; Jakobsson, Andreas ; Larsson, Erik G.
Author_Institution :
Dept. of Electron. Eng., King´s Coll. London, London, UK
Abstract :
A method for the computationally efficient sliding window time-updating of the Capon and APES spectral estimators based on the time-variant displacement structure of the data covariance matrix is presented. The proposed algorithm forms a natural extension of the computationally most 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.
Keywords :
channel bank filters; computational complexity; covariance matrices; recursive estimation; APES spectral estimator; computational complexity; data covariance matrix; filterbank; signal processing; time-recursive Capon; time-updating sliding window; time-variant displacement structure; Abstracts; Filter banks; Radio access networks;
Conference_Titel :
Signal Processing Conference, 2004 12th European
Conference_Location :
Vienna
Print_ISBN :
978-320-0001-65-7
