EFFICIENT IMPLEMENTATION OF THE TIME-RECURSIVE CAPON AND APES SPECTRAL ESTIMATORS (ThuAmOR2)
Author(s) :
Stephen Alty (King's College London, UK)
Andreas Jakobsson (Karlstad University, Sweden)
Erik Larsson (George Washington University, USA)
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.

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