ICASSP 2019accepted0 citations
Sample Space-time Covariance Matrix Estimation
Connor Delaosa, Jennifer Pestana, Nicholas J. Goddard, Samuel Somasundaram, Stephan Weiss
Abstract
Estimation errors are incurred when calculating the sample space-time covariance matrix. We formulate the variance of this estimator when operating on a finite sample set, compare it to known results, and demonstrate its precision in simulations. The variance of the estimation links directly to previously explored perturbation of the analytic eigenvalues and eigenspaces of a parahermitian cross-spectral density matrix when estimated from finite data.
BibTeX
@inproceedings{icassp2019_samplespacetimec,
title = {Sample Space-time Covariance Matrix Estimation},
author = {Connor Delaosa and Jennifer Pestana and Nicholas J. Goddard and Samuel Somasundaram and Stephan Weiss},
booktitle = {ICASSP 2019},
year = {2019}
}