Title
EFFICIENT IMPLEMENTATION OF THE TIME-RECURSIVE CAPON AND APES SPECTRAL ESTIMATORS
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 effi- cient 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.
Year
Venue
DocType
2004
EUSIPCO
Conference
Citations 
PageRank 
References 
0
0.34
4
Authors
3
Name
Order
Citations
PageRank
S. R. Alty1286.44
Andreas Jakobsson219942.67
Erik G. Larsson310189605.81