paper-with-me

Papers

Absolute Eigenvalues-Based Covariance Matrix Estimation for a Sparse Array

2021-06-07 · Kaushallya Adhikari

The ensemble covariance matrix of a wide sense stationary signal spatially sampled by a full linear array is positive semi-definite and Toeplitz. However, the direct augmented covariance matrix of an augmentable sparse array is Toeplitz but not positive semi-definite, resulting in negative eigenvalues that pose inherent challenges in its applications, including model order estimation and source localization. The positive eigenvalues-based covariance matrix for augmentable sparse arrays is robust but the matrix is unobtainable when all noise eigenvalues of the direct augmented matrix are negative, which is a possible case. To address this problem, we propose a robust covariance matrix for augmentable sparse arrays that leverages both positive and negative noise eigenvalues. The proposed covariance matrix estimate can be used in conjunction with subspace based algorithms and adaptive beamformers to yield accurate signal direction estimates.

📄 PDF Abstract BibTeX arXiv:2106.03642

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Toeplitz Inverse Eigenvalue Problem (ToIEP) and Random Matrix Theory (RMT) Support for the Toeplitz Covariance Matrix Estimation

2023-08-17 · Yuri Abramovich, Tanit Pongsiri

"Toeplitzification" or "redundancy (spatial) averaging", the well-known routine for deriving the Toeplitz covariance matrix estimate from the standard sample covariance matrix, recently regained new attention due to the …

How close are the eigenvectors and eigenvalues of the sample and actual covariance matrices?

2017-02-17 · Andreas Loukas

How many samples are sufficient to guarantee that the eigenvectors and eigenvalues of the sample covariance matrix are close to those of the actual covariance matrix? For a wide family of distributions, including distrib…

Spectrum Estimation from Samples

2016-01-30 · Weihao Kong, Gregory Valiant

We consider the problem of approximating the set of eigenvalues of the covariance matrix of a multivariate distribution (equivalently, the problem of approximating the "population spectrum"), given access to samples draw…

Toeplitz Inverse Eigenvalue Problem: Application to the Uniform Linear Antenna Array Calibration

2023-05-22 · Yuri Abramovich, Tanit Pongsiri

The inverse Toeplitz eigenvalue problem (ToIEP) concerns finding a vector that specifies the real-valued symmetric Toeplitz matrix with the prescribed set of eigenvalues. Since phase "calibration" errors in uniform linea…

Covariance Scattering Transforms

2025-11-12 · Andrea Cavallo, Ayushman Raghuvanshi, Sundeep Prabhakar Chepuri, Elvin Isufi arxiv

Machine learning and data processing techniques relying on covariance information are widespread as they identify meaningful patterns in unsupervised and unlabeled settings. As a prominent example, Principal Component An…