Name
Abstract | ||
|---|---|---|
In many statistical signal processing applications, the estimation of nuisance parameters and parameters of interest is strongly linked to the resulting performance. Generally, these applications deal with complex data. This paper focuses on covariance matrix estimation problems in non-Gaussian environments, and particularly the M -estimators in the context of elliptical distributions. First, this paper extends to the complex case the results of Tyler in [D. Tyler, “Robustness and Efficiency Properties of Scatter Matrices,” Biometrika, vol. 70, no. 2, p. 411, 1983]. More precisely, the asymptotic distribution of these estimators as well as the asymptotic distribution of any homogeneous function of degree 0 of the M -estimates are derived. On the other hand, we show the improvement of such results on two applications: directions of arrival (DOA) estimation using the MUltiple SIgnal Classification (MUSIC) algorithm and adaptive radar detection based on the Adaptive Normalized Matched Filter (ANMF) test. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1109/TSP.2013.2259823 | IEEE Transactions on Signal Processing |
Keywords | Field | DocType |
s-matrix theory,statistical distributions,nuisance parameter estimation,elliptical distributions,doa estimation,robust complex covariance matrix estimation,nongaussian environment,covariance matrix estimation,statistical analysis,maximum likelihood estimation,complex $m$-estimators,covariance matrices,adaptive radar detection,m estimation,adaptive normalized matched filter,music algorithm,asymptotic distribution,robust estimation,signal classification,homogeneous function,scatter matrix,directions of arrival estimation,anmf test,statistical signal processing,multiple signal classification,elliptical distribution | Mathematical optimization,Estimation of covariance matrices,Matrix (mathematics),Probability distribution,Statistical signal processing,Covariance matrix,Matched filter,Mathematics,Estimator,Asymptotic distribution | Journal |
Volume | Issue | ISSN |
61 | 13 | 1053-587X |
Citations | PageRank | References |
20 | 0.97 | 5 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Melanie Mahot | 1 | 27 | 2.21 |
| Frédéric Pascal | 2 | 175 | 23.99 |
| Philippe Forster | 3 | 177 | 23.04 |
| Jean Philippe Ovarlez | 4 | 190 | 25.11 |