An Amplitude Spectral Capon Estimator with a Variable Filter Length

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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.
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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
JournalEuropean Signal Processing Conference (EUSIPCO)
Pages (from-to)430-434
Number of pages5
ISSN2076-1465
StatePublished - Aug 2012
Publication categoryResearch
Peer-reviewedYes
Event20th European Signal Processing Conference - Bucharest, Romania
Duration: 27 Aug 201231 Aug 2012

Conference

Conference20th European Signal Processing Conference
CountryRomania
CityBucharest
Period27/08/201231/08/2012

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