Efficient implementation of Capon and APES for spectral estimation

Both the Capon and APES estimators can be shown to belong to the class of matched-filterbank spectral estimators and can be used to obtain complex spectral estimates that have more narrow spectral peaks and lower sidelobe levels than the fast Fourier transform (FFT) methods. It can also be shown that APES has better statistical performance than Capon. In this paper, we address the issue of how to efficiently implement Capon and APES for spectral estimation.