Efficient implementation of the 2-D Capon spectral estimator

Author

Jakobsson, Andreas ; Marple, S. Lawrence, Jr. ; Stoica, Petre

Author_Institution

Syst. & Control Group, Uppsala Univ., Sweden

Volume

1

fYear

1999

fDate

24-27 Oct. 1999

Firstpage

432

Abstract

We present a computationally efficient algorithm for computing the 2-D Capon spectral estimator. The implementation is based on the fact that the 2-D data covariance matrix will have a Toeplitz-Block-Toeplitz structure, with the result that the inverse covariance matrix can be expressed in closed form by using a special case of the Gohberg-Heinig formula that is a function of strictly the forward 2-D prediction matrix polynomials. Numerical simulations illustrate the clear computational gain in comparison to both the well-known classical implementation and the method recently published by Liu et al. (see IEEE Trans. Aerosp. Electron. Syst., vol.34, no.4, p.1314-19, October 1998).

Keywords

Toeplitz matrices; covariance matrices; filtering theory; multidimensional signal processing; polynomial matrices; prediction theory; spectral analysis; 2D Capon spectral estimator; 2D data covariance matrix; Gohberg-Heinig formula; Toeplitz-Block-Toeplitz structure; closed form expression; computationally efficient algorithm; forward 2D prediction matrix polynomials; inverse covariance matrix; numerical simulation; Control systems; Covariance matrix; Geophysics; Lattices; Nuclear magnetic resonance; Numerical simulation; Polynomials; Radar applications; Radar imaging; Two dimensional displays;

fLanguage

English

Publisher

ieee

Conference_Titel

Signals, Systems, and Computers, 1999. Conference Record of the Thirty-Third Asilomar Conference on

Conference_Location

Pacific Grove, CA, USA

ISSN

1058-6393

Print_ISBN

0-7803-5700-0

Type

conf

DOI

10.1109/ACSSC.1999.832366

Filename

832366