Efficient Implementation of the IAA-based Magnitude Squared Coherence Estimator

Kostas Aggelopoulos, George-Othan Glentis, Andreas Jakobsson

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceedingResearchpeer-review

4 Citations (SciVal)


Recently, a novel Magnitude Squared Coherence (MSC) estimator was proposed using the Iterative Adaptive Approach (IAA) algorithm. In this paper, we present a computationally efficient implementation of this estimator, exploiting the inherently low displacement rank of the necessary products of Toeplitz-like matrices, thereby allowing for the development of appropriate Gohberg-Semencul (GS) representations of these matrices. Together with relevant data dependent trigonometric polynomials, the presented implementation offers a substantial computational reduction as compared to earlier implementations. Numerical simulations along with theoretical complexity estimations illustrate the performance of the proposed algorithm.
Original languageEnglish
Title of host publicationDigital Signal Processing (DSP), 2011 17th International Conference on
PublisherIEEE - Institute of Electrical and Electronics Engineers Inc.
Number of pages6
ISBN (Print)978-1-4577-0273-0 (print)
Publication statusPublished - 2011
Event17th International Conference on Digital Signal Processing - Corfu
Duration: 2011 Jul 62011 Jul 8


Conference17th International Conference on Digital Signal Processing

Subject classification (UKÄ)

  • Probability Theory and Statistics


  • Capon estimator
  • Coherence spectrum
  • efficient algorithms
  • iterative adaptive approach


Dive into the research topics of 'Efficient Implementation of the IAA-based Magnitude Squared Coherence Estimator'. Together they form a unique fingerprint.

Cite this