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Robust estimation of structured covariance matrices

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2 Author(s)
Williams, D.B. ; Sch. of Electr. Eng., Georgia Inst. of Technol., Atlanta, GA, USA ; Johnson, D.H.

In the context of the narrowband array processing problem, robust methods for accurately estimating the spatial correlation matrix using a priori information about the matrix structure are developed. By minimizing the worse case asymptotic variance, robust, structured, maximum-likelihood-type estimates of the spatial correlation matrix in the presence of noises with probability density functions in the ∈-contamination and Kolmogorov classes are obtained. These estimates are robust against variations in the noise's amplitude distribution. The Kolmogorov class is demonstrated to be the natural class to use for array processing applications, and a technique is developed to determine exactly the size of this class. Performance of bearing estimation algorithms improves substantially when the robust estimates are used, especially when nonGaussian noise is present. A parametric structured estimate of the spatial correlation matrix that allows direct estimation of the arrival angles is also demonstrated

Published in:

Signal Processing, IEEE Transactions on  (Volume:41 ,  Issue: 9 )

Date of Publication:

Sep 1993

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