Approximate eigenvalue distribution of a cylindrically isotropic noise sample covariance matrix

Autor:	Tuladhar, Saurav R., Buck, John R.
Rok vydání:	2016
Předmět:	Computer Science - Systems and Control Electrical Engineering and Systems Science - Signal Processing
Zdroj:	IEEE Stat.Sig.Proc.Wshp (2012), 824-827
Druh dokumentu:	Working Paper
DOI:	10.1109/SSP.2012.6319833
Popis:	The statistical behavior of the eigenvalues of the sample covariance matrix (SCM) plays a key role in determining the performance of adaptive beamformers (ABF) in presence of noise. This paper presents a method to compute the approximate eigenvalue density function (EDF) for the SCM of a \cin{} field when only a finite number of shapshots are available. The EDF of the ensemble covariance matrix (ECM) is modeled as an atomic density with many fewer atoms than the SCM size. The model results in substantial computational savings over more direct methods of computing the EDF. The approximate EDF obtained from this method agrees closely with histograms of eigenvalues obtained from simulation. Comment: Accepted to IEEE Statistical Signal Processing Workshop 2012
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1610.08274 Zobrazit plný text záznamu View this record from Arxiv