A generalized MVDR spectrum

Jacob Benesty; Jingdong Chen; Yiteng Huang

doi:10.1109/LSP.2005.859517

A generalized MVDR spectrum

Jacob Benesty, Jingdong Chen, Yiteng Huang

Research output: Contribution to journal › Article › peer-review

114 Scopus citations

Abstract

The minimum variance distortionless response (MVDR) approach is very popular in array processing. It is also employed in spectral estimation where the Fourier matrix is used in the optimization process. First, we give a general form of the MVDR where any unitary matrix can be used to estimate the spectrum. Second and most importantly, we show how the MVDR method can be used to estimate the magnitude squared coherence function, which is very useful in so many applications but so few methods exist to estimate it. Simulations show that our algorithm gives much more reliable results than the one based on the popular Welch's method.

Original language	English
Pages (from-to)	827-830
Number of pages	4
Journal	IEEE Signal Processing Letters
Volume	12
Issue number	12
DOIs	https://doi.org/10.1109/LSP.2005.859517
State	Published - Dec 2005
Externally published	Yes

Keywords

Capon
Coherence function
Cross-spectrum
Minimum variance distortionless response (MVDR)
Periodogram
Spectral estimation
Spectrum

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10.1109/LSP.2005.859517

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title = "A generalized MVDR spectrum",

abstract = "The minimum variance distortionless response (MVDR) approach is very popular in array processing. It is also employed in spectral estimation where the Fourier matrix is used in the optimization process. First, we give a general form of the MVDR where any unitary matrix can be used to estimate the spectrum. Second and most importantly, we show how the MVDR method can be used to estimate the magnitude squared coherence function, which is very useful in so many applications but so few methods exist to estimate it. Simulations show that our algorithm gives much more reliable results than the one based on the popular Welch's method.",

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author = "Jacob Benesty and Jingdong Chen and Yiteng Huang",

year = "2005",

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doi = "10.1109/LSP.2005.859517",

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AU - Benesty, Jacob

AU - Chen, Jingdong

AU - Huang, Yiteng

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AB - The minimum variance distortionless response (MVDR) approach is very popular in array processing. It is also employed in spectral estimation where the Fourier matrix is used in the optimization process. First, we give a general form of the MVDR where any unitary matrix can be used to estimate the spectrum. Second and most importantly, we show how the MVDR method can be used to estimate the magnitude squared coherence function, which is very useful in so many applications but so few methods exist to estimate it. Simulations show that our algorithm gives much more reliable results than the one based on the popular Welch's method.

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KW - Coherence function

KW - Cross-spectrum

KW - Minimum variance distortionless response (MVDR)

KW - Periodogram

KW - Spectral estimation

KW - Spectrum

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EP - 830

JO - IEEE Signal Processing Letters

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ER -

A generalized MVDR spectrum

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Keywords

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