کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1145300 | 1489657 | 2016 | 26 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals](/preview/png/1145300.png)
چکیده انگلیسی
A central limit theorem for bilinear forms of the type aâCËN(Ï)â1b, where a,bâCN are unit norm deterministic vectors and CËN(Ï) a robust-shrinkage estimator of scatter parametrized by Ï and built upon n independent elliptical vector observations, is presented. The fluctuations of aâCËN(Ï)â1b are found to be of order Nâ12 and to be the same as those of aâSËN(Ï)â1b for SËN(Ï) a matrix of a theoretical tractable form. This result is exploited in a classical signal detection problem to provide an improved detector which is both robust to elliptical data observations (e.g., impulsive noise) and optimized across the shrinkage parameter Ï.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 143, January 2016, Pages 249-274
Journal: Journal of Multivariate Analysis - Volume 143, January 2016, Pages 249-274
نویسندگان
Romain Couillet, Abla Kammoun, Frédéric Pascal,