On the memoryless robust estimation of the autocorrelation coefficients

Author

Batalama, Stella N. ; Kazakos, Demerrios

Author_Institution

Dept. of Electr. Eng., Virginia Univ., Charlottesville, VA, USA

fYear

1994

fDate

27 Jun-1 Jul 1994

Firstpage

439

Abstract

Three methods for the estimation of the matrix elements of the correlation matrix of a finite-dependent stationary random sequence are examined: the sample average and two proposed approaches, namely the pseudo maximum likelihood and the pseudo M-estimator. The latter scheme is found as a solution of a Fredholm integral equation. Finally, the existence of a minimax robust design is proved and a suboptimally robust scheme is proposed

Keywords

Fredholm integral equations; correlation methods; estimation theory; matrix algebra; maximum likelihood estimation; memoryless systems; minimax techniques; random processes; Fredholm integral equation; autocorrelation coefficients; finite-dependent stationary random sequence; memoryless robust estimation; minimax robust design; pseudo M-estimator; pseudo maximum likelihood; sample average; suboptimally robust scheme; Autocorrelation; Distribution functions; Eigenvalues and eigenfunctions; Equations; Erbium; Random processes; Random sequences; Random variables; Robustness; Time of arrival estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

Information Theory, 1994. Proceedings., 1994 IEEE International Symposium on

Conference_Location

Trondheim

Print_ISBN

0-7803-2015-8

Type

conf

DOI

10.1109/ISIT.1994.395054

Filename

395054