Performance analysis of forward-backward matched-filterbankspectral estimators

  • Authors:
  • H. Li;J. Li;P. Stoica

  • Affiliations:
  • Dept. of Electr. Eng. & Comput. Eng., Florida Univ., Gainesville, FL;-;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1998

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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 (MAFI) 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 MAFI estimators