Title :
A new derivation of the APES filter
Author :
Stoica, Petre ; Li, Hongbin ; Li, Jian
Author_Institution :
Dept. of Syst. & Control, Uppsala Univ., Sweden
Abstract :
We introduce a novel design criterion for data-dependent narrowband filters that are of interest in temporal or spatial spectral analysis applications. The solution to the design problem considered is shown to coincide with the previously introduced amplitude and phase estimation (APES) filter. The new derivation of APES in this article sheds more light on the properties of APES and provides some intuitive explanation of the performance superiority of the APES filter over the Capon filter.
Keywords :
amplitude estimation; filtering theory; network synthesis; phase estimation; spectral analysis; Capon filter; amplitude and phase estimation; data-dependent narrowband filters; design criterion; design problem solution; forward-backward averaging; forward-only APES filter; performance; spatial spectral analysis; temporal spectral analysis; Amplitude estimation; Control systems; Covariance matrix; Finite impulse response filter; Frequency estimation; Maximum likelihood estimation; Narrowband; Phase estimation; Signal design; Spectral analysis;
Journal_Title :
Signal Processing Letters, IEEE