Efficient Implementation of the IAA-based Magnitude Squared Coherence Estimator
Recently, a novel Magnitude Squared Coherence (MSC) estimator was proposed using the Iterative Adaptive Approach (IAA) algorithm. In this paper, we present a computationally efficient implementation of this estimator, exploiting the inherently low displacement rank of the necessary products of Toeplitz-like matrices, thereby allowing for the development of appropriate Gohberg-Semencul (GS) represe