@TechReport{ it:1999-007, author = {Andreas Jakobsson and Marple, Jr., S. Lawrence and Petre Stoica}, title = {Two-Dimensional Capon Spectrum Analysis}, institution = {Department of Information Technology, Uppsala University}, department = {Division of Systems and Control}, year = {1999}, number = {1999-007}, month = sep, abstract = {We present a computationally efficient algorithm for computing the 2-D Capon spectral estimator. The implementation is based on the fact that the 2-D data covariance matrix will have a \emph{Toeplitz-Block-Toeplitz structure}, with the result that the inverse covariance matrix can be expressed in closed form by using a special case of the Gohberg-Heinig formula that is a function of strictly the forward 2-D prediction matrix polynomials. Furthermore, we present a novel method, based on a 2-D lattice algorithm, to compute the needed forward prediction matrix polynomials and discuss the difference in the so-obtained 2-D spectral estimate as compared to the one obtained by using the prediction matrix polynomials given by the Whittle-Wiggins-Robinson algorithm. Numerical simulations illustrate the clear computational gain in comparison to both the well-known classical implementation and the method recently published by Liu et al.} }