On Efficient Implementation of the Capon Algorithm

Torbjörn Ekman , Andreas Jakobsson and Petre Stoica

EUSIPCO, Tampere, Finland, September 5-8, 2000.

Abstract:

We present an efficient implementation of the Amplitude Spectrum Capon (ASC) estimator. The implementation is based on the FFT and an efficient computation of the Cholesky-factor for the inverse covariance matrix.

The Cholesky-factor is obtained from the linear prediction coefficients as computed by the modified covariance method. The implementation is significantly simpler than previous implementations, and it will yield spectral estimates of a similar quality as these. A short discussion on the differences between different Capon estimators is also included

Related publications:

2-D Capon Method, ICASSP 2000-paper.

Capon and APES Spectrum Estimation, workshop paper.

Source:

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