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Super-Fast algorithm for minimum variance (Capon) spectral estimation

By: Huaping Liu; Adeli, M.; Marple, S.L.;

2010 / IEEE / 978-1-4244-9721-8


This item was taken from the IEEE Conference ' Super-Fast algorithm for minimum variance (Capon) spectral estimation ' The minimum variance spectral estimator (sometimes referenced as the Capon spectral estimator, or the minimum variance distortion-less response estimator) is a high resolution spectral estimator used extensively in practice as an alternative to the classical squared-magnitude Fourier estimator. In its original form without special algorithms, the one-dimensional formulation requires order p3 computations, in which p is the minimum variance filter size. The current implementation used in practice employs a fast algorithm developed by Musicus, requiring order p2 + p log2(2p) computations. This paper shows discoveries of additional exploitable structure to bring the computational complexity down to p + p log2(p), creating a superfast algorithm. Furthermore, by exploiting a differential relationship between two quantities in this structure, an approximated version of the proposed algorithm with an even lower computational complexity is derived.