Title
Sample Space-Time Covariance Matrix Estimation
Abstract
Estimation errors are incurred when calculating the sample space-time covariance matrix. We formulate the variance of this estimator when operating on a finite sample set, compare it to known results, and demonstrate its precision in simulations. The variance of the estimation links directly to previously explored perturbation of the analytic eigenvalues and eigenspaces of a parahermitian cross-spectral density matrix when estimated from finite data.
Year
Venue
Keywords
2019
2019 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP)
Space-time covariance, estimation, parahermitian matrix EVD, polynomial matrices
Field
DocType
ISSN
Applied mathematics,Mathematical optimization,Computer science,Covariance matrix,Sample space,Density matrix,Perturbation (astronomy),Eigenvalues and eigenvectors,Estimator
Conference
1520-6149
Citations 
PageRank 
References 
0
0.34
0
Authors
5
Name
Order
Citations
PageRank
Connor Delaosa100.34
Jennifer Pestana2379.93
Nicholas J. Goddard300.34
Samuel Dilshan Somasundaram4474.66
Weiss, Stephan520933.25