TY - JOUR
T1 - On the performance analysis of forward-only and forward-backward matched-filterbank spectral estimators
AU - Li, Hongbin
AU - Stoica, Petre
AU - Li, Jian
AU - Jakobsson, Andreas
PY - 1998
Y1 - 1998
N2 - This paper makes use of a Matched-Filterbank (MAFI) approach to study the forward-only and forward-backward Capon (termed FCapon and FBCapon, respectively) as well as the forward-only and forward-backward APES (FAPES and FBAPES, respectively) estimators for complex spectral estimation. In particular, we prove that, to within a second-order approximation, (a) FCapon and FBCapon are both biased downward; (b) the bias of FBCapon is half that of FCapon; and (c) FAPES and FBAPES are both unbiased. We also show that computationally the APES estimators are only slightly more involved than the Capon estimators. A natural and logical conclusion of this paper follows as the preference of APES over the Capon estimators in most applications. Numerical examples are also presented to demonstrate quantitatively the properties of the estimators under study.
AB - This paper makes use of a Matched-Filterbank (MAFI) approach to study the forward-only and forward-backward Capon (termed FCapon and FBCapon, respectively) as well as the forward-only and forward-backward APES (FAPES and FBAPES, respectively) estimators for complex spectral estimation. In particular, we prove that, to within a second-order approximation, (a) FCapon and FBCapon are both biased downward; (b) the bias of FBCapon is half that of FCapon; and (c) FAPES and FBAPES are both unbiased. We also show that computationally the APES estimators are only slightly more involved than the Capon estimators. A natural and logical conclusion of this paper follows as the preference of APES over the Capon estimators in most applications. Numerical examples are also presented to demonstrate quantitatively the properties of the estimators under study.
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M3 - Conference article
AN - SCOPUS:0031705284
SN - 1058-6393
VL - 2
SP - 1210
EP - 1214
JO - Conference Record - Asilomar Conference on Signals, Systems and Computers
JF - Conference Record - Asilomar Conference on Signals, Systems and Computers
T2 - Proceedings of the 1997 31st Asilomar Conference on Signals, Systems & Computers. Part 1 (of 2)
Y2 - 2 November 1997 through 5 November 1997
ER -