Efficient Implementation of the IAA-based Magnitude Squared Coherence Estimator

Kostas Aggelopoulos, George-Othan Glentis, Andreas Jakobsson

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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.
Titel på gästpublikationDigital Signal Processing (DSP), 2011 17th International Conference on
FörlagIEEE - Institute of Electrical and Electronics Engineers Inc.
Antal sidor6
ISBN (tryckt)978-1-4577-0273-0 (print)
StatusPublished - 2011
Evenemang17th International Conference on Digital Signal Processing - Corfu
Varaktighet: 2011 jul 62011 jul 8


Konferens17th International Conference on Digital Signal Processing

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