Title :
Naive, robust or fully-adaptive: An estimation problem for CES distributions
Author :
Greco, Maria S. ; Fortunati, Stefano ; Gini, F.
Author_Institution :
Dept. of Inf. Eng., Univ. of Pisa, Pisa, Italy
Abstract :
In this paper we deal with the estimation of the covariance matrix for Complex Elliptically Symmetric (CES) data. We follow three different approaches with different level of knowledge on the specific CES model and we compare the asymptotic performances under the three approaches in terms of Cramér-Rao Bounds and Huber limit.
Keywords :
adaptive estimation; adaptive signal processing; covariance matrices; CES data distribution; Cramér-Rao bound; Huber limit; adaptive estimation; adaptive signal processing; complex elliptically symmetric data distribution; covariance matrix estimation; Covariance matrices; Data models; Distributed databases; Maximum likelihood estimation; Robustness; Vectors;
Conference_Titel :
Sensor Array and Multichannel Signal Processing Workshop (SAM), 2014 IEEE 8th
Conference_Location :
A Coruna
DOI :
10.1109/SAM.2014.6882441
