Journal ArticleDOI
Efficient implementation of Capon and APES for spectral estimation
Zheng-She Liu,Hongbin Li,Jian Li +2 more
TLDR
In this article, the Capon and APES estimators belong to the class of matched-filterbank spectral estimators and can be used to obtain complex spectral estimates that have more narrow spectral peaks and lower sidelobe levels than the fast Fourier transform (FFT) methods.Abstract:
Both the Capon and APES estimators can be shown to belong to the class of matched-filterbank spectral estimators and can be used to obtain complex spectral estimates that have more narrow spectral peaks and lower sidelobe levels than the fast Fourier transform (FFT) methods. It can also be shown that APES has better statistical performance than Capon. In this paper, we address the issue of how to efficiently implement Capon and APES for spectral estimation.read more
Citations
More filters
Journal ArticleDOI
A new derivation of the APES filter
Petre Stoica,Hongbin Li,Jian Li +2 more
TL;DR: A novel design criterion for data-dependent narrowband filters that are of interest in temporal or spatial spectral analysis applications is introduced and the solution to the design problem considered is shown to coincide with the previously introduced amplitude and phase estimation (APES) filter.
Journal ArticleDOI
Performance analysis of forward-backward matched-filterbank spectral estimators
Hongbin Li,Jian Li,Petre Stoica +2 more
TL;DR: It is shown by means of a higher order expansion technique that the one-dimensional (1-D) Capon estimator underestimates the true spectrum, whereas the 1-D APES method is unbiased; it is shown that the bias of the forward-backward Capon is half that of theforward-only Capon (to within a second-order approximation).
Journal ArticleDOI
Efficient Implementation of Iterative Adaptive Approach Spectral Estimation Techniques
TL;DR: This paper presents computationally efficient implementations for several recent algorithms based on the iterative adaptive approach for uniformly sampled one- and two-dimensional data sets, considering both the complete data case and the cases when the data sets are missing samples, either lacking arbitrary locations, or having gaps or periodically reoccurring gaps.
Journal ArticleDOI
A Fast Algorithm for APES and Capon Spectral Estimation
TL;DR: A novel technique is introduced that provides efficient algorithms for the computation of the APES, ASC, and PSC spectra based on suitable displacement representations of all pertinent data matrices, which is lower than all relevant existing methods.
Journal ArticleDOI
IAA Spectral Estimation: Fast Implementation Using the Gohberg–Semencul Factorization
Ming Xue,Luzhou Xu,Jian Li +2 more
TL;DR: Novel fast implementations of the weighted least-squares based iterative adaptive approach (IAA) for one-dimensional and two-dimensional spectral estimation of uniformly sampled data are considered using the Gohberg-Semencul (G-S)-type factorization of the IAA covariance matrices.
References
More filters
Journal ArticleDOI
High-resolution frequency-wavenumber spectrum analysis
TL;DR: In this article, a high-resolution frequency-wavenumber power spectral density estimation method was proposed, which employs a wavenumber window whose shape changes and is a function of the wave height at which an estimate is obtained.
Journal ArticleDOI
An adaptive filtering approach to spectral estimation and SAR imaging
Jian Li,Petre Stoica +1 more
TL;DR: It is shown via both numerical and experimental examples that the adaptive FIR filtering approaches such as Capon and APES can yield more accurate spectral estimates with much lower sidelobes and narrower spectral peaks than the FFT method, which is also a special case of the FIR filtering approach.
Journal ArticleDOI
Performance analysis of forward-backward matched-filterbank spectral estimators
Hongbin Li,Jian Li,Petre Stoica +2 more
TL;DR: It is shown by means of a higher order expansion technique that the one-dimensional (1-D) Capon estimator underestimates the true spectrum, whereas the 1-D APES method is unbiased; it is shown that the bias of the forward-backward Capon is half that of theforward-only Capon (to within a second-order approximation).
Proceedings ArticleDOI
On the performance analysis of forward-only and forward-backward matched-filterbank spectral estimators
TL;DR: In this article, the forward-only and forward-backward Capon estimators are compared to the forwardbackward APES estimators for complex spectral estimation, and it is shown that APES is more involved than FCapon and FBCapon to within a second order approximation.