Title:
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Entropy-based covariance determinant estimation
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Author:
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Cabrera Estanyol, Ferran de; Riba Sagarra, Jaume; Vázquez Grau, Gregorio
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Other authors:
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Universitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions; Universitat Politècnica de Catalunya. SPCOM - Grup de Recerca de Processament del Senyal i Comunicacions |
Abstract:
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An information-theoretic approach is described to estimate the determinant of the covariance matrix of a random vector sequence (a common task in a wide range of estimation and detection problems in signal processing for communications). The method is based on a prior entropy-based processing of the data using kernels and offers robustness against small-entropy contamination. The trade-off between optimality, accuracy and robustness is analyzed, along with the impact of the relative kernel bandwidth and data size. |
Abstract:
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Peer Reviewed |
Subject(s):
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-Àrees temàtiques de la UPC::Enginyeria de la telecomunicació::Processament del senyal -Signal processing -Kernel -Covariance matrices -Estimation -Contamination -Robustness -Entropy -Signal processing -Tractament del senyal |
Rights:
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Document type:
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Article - Published version Conference Object |
Published by:
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Institute of Electrical and Electronics Engineers (IEEE)
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