• DocumentCode
    1787763
  • 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
  • fYear
    2014
  • fDate
    22-25 June 2014
  • Firstpage
    457
  • Lastpage
    460
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Sensor Array and Multichannel Signal Processing Workshop (SAM), 2014 IEEE 8th
  • Conference_Location
    A Coruna
  • Type

    conf

  • DOI
    10.1109/SAM.2014.6882441
  • Filename
    6882441
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1787763