An amplitude spectral Capon estimator with a variable filter length

Jesper Kjaer Nielsen, Paris Smaragdis, Mads Graesboll Christensen, Soren Holdt Jensen

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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.

Original languageEnglish (US)
Title of host publicationProceedings of the 20th European Signal Processing Conference, EUSIPCO 2012
Pages430-434
Number of pages5
StatePublished - Nov 27 2012
Event20th European Signal Processing Conference, EUSIPCO 2012 - Bucharest, Romania
Duration: Aug 27 2012Aug 31 2012

Publication series

NameEuropean Signal Processing Conference
ISSN (Print)2219-5491

Conference

Conference20th European Signal Processing Conference, EUSIPCO 2012
Country/TerritoryRomania
CityBucharest
Period8/27/128/31/12

Keywords

  • Capon
  • Filter Bank Methods
  • Spectral Estimation

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

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