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-fllterbank (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 1-D Capon estimator underestimates the true spectrum, whereas the 1-D APES method is unbiased, as well as that the bias of the forward-backward Capon is half that of the forward-only Capon (within a second-order approximation). Furthermore, we show that these results can be extended to the 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 language | English |
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Pages (from-to) | 2630 |
Number of pages | 1 |
Journal | IEEE Transactions on Signal Processing |
Volume | 45 |
Issue number | 10 |
State | Published - 1997 |