Cross coherence and joint PDF of the Bartlett and Capon power spectral estimates

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Citations (Scopus)

Abstract

The Bartlett algorithm results from a conventional (Fourier or beamforming) approach to power spectral estimation and the Capon algorithm results from an adaptive approach. Both algorithms make use of the data sample covariance matrix (SCM). The Bartlett algorithm relies directly on the SCM, while the Capon approach relies on the inverse of the SCM. Since both statistics depend on the same data, they are not independent in general. While the marginal distribution of each statistic is well-known, the joint dependence is unknown. This paper presents a complete statistical summary of the joint dependence of the Bartlett and Capon statistics, showing that the dependence is expressible via a 2 × 2 complex Wishart matrix where the coupling is determined by a single measure of coherence defined herein. Interestingly, this measure of coherence leads to a new two-dimensional algorithm capable of yielding better resolution than the Capon algorithm.

Original languageEnglish (US)
Title of host publication2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07
Volume2
DOIs
StatePublished - Aug 6 2007
Externally publishedYes
Event2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07 - Honolulu, HI, United States
Duration: Apr 15 2007Apr 20 2007

Other

Other2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07
CountryUnited States
CityHonolulu, HI
Period4/15/074/20/07

Fingerprint

Covariance matrix
Statistics
Beamforming

Keywords

  • Adaptive
  • Bartlett
  • Beamforming
  • Capon
  • Coherence
  • Conventional
  • Cross-spectra
  • Joint pdf
  • Resolution
  • Two-dimensional

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

Cite this

Richmond, C. (2007). Cross coherence and joint PDF of the Bartlett and Capon power spectral estimates. In 2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07 (Vol. 2). [4217555] https://doi.org/10.1109/ICASSP.2007.366382

Cross coherence and joint PDF of the Bartlett and Capon power spectral estimates. / Richmond, Christ.

2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07. Vol. 2 2007. 4217555.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Richmond, C 2007, Cross coherence and joint PDF of the Bartlett and Capon power spectral estimates. in 2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07. vol. 2, 4217555, 2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07, Honolulu, HI, United States, 4/15/07. https://doi.org/10.1109/ICASSP.2007.366382
Richmond C. Cross coherence and joint PDF of the Bartlett and Capon power spectral estimates. In 2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07. Vol. 2. 2007. 4217555 https://doi.org/10.1109/ICASSP.2007.366382
Richmond, Christ. / Cross coherence and joint PDF of the Bartlett and Capon power spectral estimates. 2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07. Vol. 2 2007.
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