Performance analysis of forward-backward matched-filterbank spectral estimators

Hongbin Li, Jian Li, Petre Stoica

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)2630
Number of pages1
JournalIEEE Transactions on Signal Processing
Volume45
Issue number10
StatePublished - 1997

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