Abstract
The coherence spectrum is of notable interest as a bivariate
spectral measure in a variety of application, and the topic has
lately attracted notable interest with the recent formulation
of several high-resolution data adaptive estimators. In this
work, we present computationally efficient time recursive
implementations of the recent iterative adaptive approach (IAA)
estimator, examining both the case of complete data sets and
when some observations are missing. The algorithms continues the recent development of exploiting the estimators’ inherently low displacement rank of the necessary products of Toeplitz-like matrices, extending these to time-updating formulations for the IAA-based coherence estimation algorithm. Numerical simulations together with theoretical complexity measures illustrate the performance of the proposed algorithm.
spectral measure in a variety of application, and the topic has
lately attracted notable interest with the recent formulation
of several high-resolution data adaptive estimators. In this
work, we present computationally efficient time recursive
implementations of the recent iterative adaptive approach (IAA)
estimator, examining both the case of complete data sets and
when some observations are missing. The algorithms continues the recent development of exploiting the estimators’ inherently low displacement rank of the necessary products of Toeplitz-like matrices, extending these to time-updating formulations for the IAA-based coherence estimation algorithm. Numerical simulations together with theoretical complexity measures illustrate the performance of the proposed algorithm.
| Original language | English |
|---|---|
| Title of host publication | Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European |
| Publisher | IEEE - Institute of Electrical and Electronics Engineers Inc. |
| Pages | 425-429 |
| Number of pages | 5 |
| ISBN (Print) | 978-1-4673-1068-0 (print) |
| Publication status | Published - 2012 |
| Event | 20th European Signal Processing Conference, 2012 - Bucharest, Romania Duration: 2012 Aug 27 → 2012 Aug 31 Conference number: 20 |
Publication series
| Name | |
|---|---|
| ISSN (Print) | 2219-5491 |
| ISSN (Electronic) | 2076-1465 |
Conference
| Conference | 20th European Signal Processing Conference, 2012 |
|---|---|
| Abbreviated title | EUSIPCO 2012 |
| Country/Territory | Romania |
| City | Bucharest |
| Period | 2012/08/27 → 2012/08/31 |
Subject classification (UKÄ)
- Probability Theory and Statistics
Free keywords
- Coherence spectrum
- data adaptive estimators
- efficient algorithms