标题：New iterative algorithm for the computation of the rank-deficient Capon filter in spectral estimation
作者：Gao, Zhifeng ;Peng, Yu ;Peng, Xiyuan
作者机构：[Gao, Zhifeng ;Peng, Yu ;Peng, Xiyuan ] Automatic Test and Control Institute, Harbin Institute of Technology, Harbin, China;[Gao, Zhifeng ] School of 更多
会议名称：2014 12th IEEE International Conference on Signal Processing, ICSP 2014
会议日期：19 October 2014 through 23 October 2014
来源：International Conference on Signal Processing Proceedings, ICSP
关键词：Conjugate gradient method; Iterative algorithm; Rank-deficient matrix; Robust Capon filter
摘要：In nonparametric complex spectral estimation, higher resolution is achieved when the covariance matrix is allowed to be rank-deficient. Several approaches are applied to remedy matrix singularity, such as diagonal loading, rank reduction and additional constraints. Conventional solution of the optimal Capon filter is derived from the gradient functions of the constraint minimization problem, and calculated via the input covariance matrix inversion. In this paper, the gradient functions are reformulated as a single one with the same solution, which is solved by an adaptive-step algorithm based on conjugate gradient method. The optimal Capon filter is iteratively calculated without any matrix inversion. The proposed algorithm is also directly applied to the computation of the optimal Capon filter with rank-deficient input covariance matrix. In simulations, performances of the proposed algorithm are compared with the existing methods. Higher convergence speed is achieved. The iteration number is selected to offset the frequency resolution and the signal mismatch problem. © 2014 IEEE.