Shrinkage-based capon and APES for spectral estimation
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Shrinkage-based capon and APES for spectral estimation. / Yang, Jun; Ma, Xiaochuan; Hou, Chaohuan; Liu, Yicong.
I: IEEE Signal Processing Letters, Bind 16, Nr. 10, 2026203, 2009, s. 869-872.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
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TY - JOUR
T1 - Shrinkage-based capon and APES for spectral estimation
AU - Yang, Jun
AU - Ma, Xiaochuan
AU - Hou, Chaohuan
AU - Liu, Yicong
PY - 2009
Y1 - 2009
N2 - In this letter, we propose shrinkage-based Capon (S-Capon) and APES (S-APES) spectral estimators by minimizing the mean-square error (MSE) of standard Capon and APES in a linear regression framework. The proposed methods are shown to give more accurate spectral estimates but lower resolution than the methods they based on. We combine Capon with the proposed S-Capon and S-APES to overcome the resolution limit of shrinkage-based methods for estimation of both frequency and amplitude of spectral lines. The so-obtained Capon-SCapon and Capon-SAPES spectral estimators, which have about the same computational complexity as Capon, are compared with the Capon-APES (CAPES) by numerical examples. Simulations show that the Capon-SCapon performs similarly to CAPES in a wide range of signal-to-noise ratio, and the Capon-SAPES always gives more accurate spectral amplitude (less bias and lower MSE) than CAPES.
AB - In this letter, we propose shrinkage-based Capon (S-Capon) and APES (S-APES) spectral estimators by minimizing the mean-square error (MSE) of standard Capon and APES in a linear regression framework. The proposed methods are shown to give more accurate spectral estimates but lower resolution than the methods they based on. We combine Capon with the proposed S-Capon and S-APES to overcome the resolution limit of shrinkage-based methods for estimation of both frequency and amplitude of spectral lines. The so-obtained Capon-SCapon and Capon-SAPES spectral estimators, which have about the same computational complexity as Capon, are compared with the Capon-APES (CAPES) by numerical examples. Simulations show that the Capon-SCapon performs similarly to CAPES in a wide range of signal-to-noise ratio, and the Capon-SAPES always gives more accurate spectral amplitude (less bias and lower MSE) than CAPES.
KW - Amplitude and phase estimation
KW - Capon spectral estimator
KW - Shrinkage estimates
KW - Spectral estimation
UR - http://www.scopus.com/inward/record.url?scp=79959385857&partnerID=8YFLogxK
U2 - 10.1109/LSP.2009.2026203
DO - 10.1109/LSP.2009.2026203
M3 - Journal article
AN - SCOPUS:79959385857
VL - 16
SP - 869
EP - 872
JO - IEEE Signal Processing Letters
JF - IEEE Signal Processing Letters
SN - 1070-9908
IS - 10
M1 - 2026203
ER -
ID: 362748477