Title:
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Robust estimation of the magnitude squared coherence based on Kernel signal processing
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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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A new outlier-robust approach to estimate the magnitude squared coherence of a random vector sequence, a common task required in a variety of estimation and detection problems, is proposed. The proposed estimator is based on Renyi's entropy, an information theoretic kernel-based measure that proves to be inversely proportional to the determinant of a regularized version of the covariance matrix in the proper Gaussian case. The trade-off between accuracy and robustness in terms of bias and variance is analytically and numerically characterized, showing a dependence on the relative kernel bandwidth and the available 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 -Entropy (Information theory) -Gaussian processes -Signal processing -Kernel -Covariance matrices -Robustness -Maximum likelihood estimation -Coherence -Entropy -Entropia (Teoria de la informació) -Processos gaussians -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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