NDLI: Adaptive M-estimators for use in structured and unstructured robust covariance estimation

Content Provider	IEEE Xplore Digital Library
Author	Brown, C.L. Brcich, R.F. Debes, C.
Copyright Year	2002
Description	Author affiliation: Signal Process. Group, Darmstadt Univ. of Technol. (Brown, C.L.; Brcich, R.F.; Debes, C.)
Abstract	Covariance estimation is necessary in many applications such as source detection in array processing. Unfortunately, the sample covariance estimator is not robust. Here we investigate two broad approaches to robust covariance matrix estimation. The first is a model-free element-wise procedure, while the second is a structured approach based on pre-whitening. Both approaches utilize a robust one-dimensional scale estimator. It is the choice of this scale estimator and its effect on the overall covariance estimator that is the main purpose of this study. An adaptive M-estimator of scale is shown to have several advantages. Depending on the final comparison criterion, its use in a structured or element-wise covariance matrix estimator can lead to improved, robust performance
Starting Page	573
Ending Page	578
File Size	186822
Page Count	6
File Format	PDF
ISBN	0780394038
DOI	10.1109/SSP.2005.1628660
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2005-07-17
Publisher Place	Russia
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Robustness Covariance matrix Array signal processing Adaptive signal processing Direction of arrival estimation Multidimensional signal processing Protection Signal processing algorithms Iterative algorithms Optimization methods
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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