Efficient implementation of the local capon spectral estimate

In this paper, we present a computationally efficient algorithm to form the well-known Capon spectral estimate. The proposed implementation, which is formed using Levinson-Durbin recursions, offers a computationally attractive alternative to existing techniques. The proposed algorithm allows the spectral estimate to be formed in O(L² +PL) operations, where P denotes the number of frequency grid points to be evaluated and L the filter length used. Numerical comparisons show that the algorithm is particularly efficient at finding high-resolution estimates, especially for limited ranges of frequencies.