A map based estimator for inverse complex covariance matricies
Paper i proceeding, 2012

A novel approach to estimate (inverse) complex covariance matrices is proposed. By considering the class of unitary invariant estimators, the main challenge lies in estimating the underlying eigenvalues from sampled versions. By exploiting that the distribution of the sample eigenvalues can be derived in closed form, a Maximum A Posteriori (MAP) based scheme is then derived. The performance of the derived estimator is simulated and results indicate that the proposed scheme shows performance similar to one of the best estimators known to date. The main advantage lies in that the proposed solution only requires numerical optimization over a P-dimensional space where P is the size of the covariance matrix.

Maximum a posteriori

Closed form

Numerical optimizations

Eigenvalues

Sample eigenvalues

Complex covariance

Författare

Magnus Nordenvaad

Uppsala universitet

Lennart Svensson

Chalmers, Signaler och system, Signalbehandling och medicinsk teknik, Signalbehandling

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

15206149 (ISSN)

3369-3372 6288638

Ämneskategorier

Signalbehandling

DOI

10.1109/ICASSP.2012.6288638

ISBN

978-1-4673-0046-9