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.
Original languageEnglish
JournalEuropean Signal Processing Conference (EUSIPCO)
Pages (from-to)430-434
Number of pages5
ISSN2076-1465
Publication statusPublished - Aug 2012
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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Filter banks

Cite this

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title = "An Amplitude Spectral Capon Estimator with a Variable Filter Length",
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.",
author = "Nielsen, {Jesper Kj{\ae}r} and Paris Smaragdis and Christensen, {Mads Gr{\ae}sb{\o}ll} and Jensen, {S{\o}ren Holdt}",
year = "2012",
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language = "English",
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journal = "Proceedings of the European Signal Processing Conference",
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An Amplitude Spectral Capon Estimator with a Variable Filter Length. / Nielsen, Jesper Kjær; Smaragdis, Paris; Christensen, Mads Græsbøll; Jensen, Søren Holdt.

In: European Signal Processing Conference (EUSIPCO), 08.2012, p. 430-434.

Research output: Contribution to journalConference article in JournalResearchpeer-review

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T1 - An Amplitude Spectral Capon Estimator with a Variable Filter Length

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AU - Christensen, Mads Græsbøll

AU - Jensen, Søren Holdt

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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.

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JF - Proceedings of the European Signal Processing Conference

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