Decorrelating MVDR filterbanks using the non-uniform discrete fourier transform

Tom Backstrom*

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)


Minimum variance distortionless response (MVDR) is a classic design criteria in signal adaptive spectral analysis as well as filter design. We extend this approach to filterbanks with the constraint that transform domain signal components must be uncorrelated. Our analysis shows that filterbanks based on Vandermonde decomposition of the autocorrelation matrix correspond to the non-uniform discrete Fourier transform and satisfies the MVDR criteria. Namely, the columns of the inverse Vandermonde matrix corresponds to filters with unit response at the pass-band while leakage is minimized with the constraint that components remain uncorrelated. In the special case that the autocorrelation matrix is rank deficient, the proposed filterbank coincides with Pisarenko's harmonic decomposition, which thus also satisfies the MVDR criteria.

Original languageEnglish
Article number6926762
Pages (from-to)479-483
Number of pages5
JournalIEEE Signal Processing Letters
Issue number4
Publication statusPublished - 1 Apr 2015
MoE publication typeA1 Journal article-refereed


  • Minimum-variance distortionless response
  • Pisarenko's harmonic decomposition
  • time-frequency transform
  • Vandermonde transform


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