TY - GEN
T1 - An amplitude spectral Capon estimator with a variable filter length
AU - Nielsen, Jesper Kjaer
AU - Smaragdis, Paris
AU - Christensen, Mads Graesboll
AU - Jensen, Soren Holdt
PY - 2012
Y1 - 2012
N2 - 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.
AB - 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.
KW - Capon
KW - Filter Bank Methods
KW - Spectral Estimation
UR - http://www.scopus.com/inward/record.url?scp=84869761703&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84869761703&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84869761703
SN - 9781467310680
T3 - European Signal Processing Conference
SP - 430
EP - 434
BT - Proceedings of the 20th European Signal Processing Conference, EUSIPCO 2012
T2 - 20th European Signal Processing Conference, EUSIPCO 2012
Y2 - 27 August 2012 through 31 August 2012
ER -