Performance analysis of forward-backward matched-filterbank spectral estimators

Hongbin Li, Jian Li, Petre Stoica

Research output: Contribution to journalArticlepeer-review

103 Scopus citations

Abstract

The problem of complex spectral estimation is of great interest in many applications. This paper studies the general class of the forward-backward matched-filterbank (MAPI) spectral estimators including the widely used Capon as well as the more recently introduced amplitude and phase estimation of a sinusoid (APES) methods. In particular, we show by means of a higher order expansion technique that the one-dimensional (1-D) Capon estimator underestimates the true spectrum, whereas the 1-D APES method is unbiased; we also show that the bias of the forward-backward Capon is half that of the forward-only Capon (to within a second-order approximation). Furthermore, we show that these results can be extended to the two-dimensional (2-D) Capon and APES estimators. Numerical examples are also presented to demonstrate quantitatively the properties of and the relation between these MAPI estimators.

Original languageEnglish
Pages (from-to)1954-1966
Number of pages13
JournalIEEE Transactions on Signal Processing
Volume46
Issue number7
DOIs
StatePublished - 1998

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