Robust Estimation Techniques for ComplexValued Random Vectors

This chapter contains sections titled:

• Introduction

• Statistical Characterization of Complex Random Vectors

• Complex Elliptically Symmetric (CES) Distributions

• Tools to Compare Estimators

• Scatter and Pseudo-Scatter Matrices

• Array Processing Examples

• MVDR Beamformers Based on M-Estimators

• Robust ICA

• Conclusion

• Problems

• References