Estimating and Time-Updating the 2-D Coherence Spectrum

Andreas Jakobsson, Stephen R. Alty, Jacob Benesty
2007 IEEE Transactions on Signal Processing  
In this correspondence, we extend the recently introduced onedimensional Capon-based Magnitude Square Coherence (MSC) spectral estimator, to form two-dimensional Capon-and Amplitude and Phase EStimation (APES)-based MSC spectral estimators. The resulting estimators are found to yield significantly improved estimates as compared to the typical Welch-based estimator. Furthermore, we introduce a computationally efficient time-updating of the presented MSC estimators, exploiting their inherent
more » ... varying displacement structure. The presented updating is found to dramatically lower the computational requirement of reevaluating the MSC spectral estimates. Index Terms-Coherence spectrum, computational complexity, iterative methods, spectrum analysis, time varying systems.
doi:10.1109/tsp.2007.892715 fatcat:emcle3hlwncptgp4v5mbov25yq