The rank of the covariance matrix of an evanescent field
| Autor: | Joseph M. Francos, Mark Kliger |
|---|---|
| Rok vydání: | 2010 |
| Předmět: |
Statistics and Probability
Numerical Analysis Random field Linear Diophantine equation Covariance mapping Rank (linear algebra) Covariance function Covariance matrix Homogeneous random fields Covariance Combinatorics Estimation of covariance matrices Dimension (vector space) Applied mathematics Statistics Probability and Uncertainty Evanescent random fields Mathematics |
| Zdroj: | Journal of Multivariate Analysis. 101:692-705 |
| ISSN: | 0047-259X |
| DOI: | 10.1016/j.jmva.2009.09.010 |
| Popis: | Evanescent random fields arise as a component of the 2D Wold decomposition of homogeneous random fields. Besides their theoretical importance, evanescent random fields have a number of practical applications, such as in modeling the observed signal in the space–time adaptive processing (STAP) of airborne radar data. In this paper we derive an expression for the rank of the low-rank covariance matrix of a finite dimension sample from an evanescent random field. It is shown that the rank of this covariance matrix is completely determined by the evanescent field spectral support parameters, alone. Thus, the problem of estimating the rank lends itself to a solution that avoids the need to estimate the rank from the sample covariance matrix. We show that this result can be immediately applied to considerably simplify the estimation of the rank of the interference covariance matrix in the STAP problem. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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