Results 71 to 80 of about 2,749,514 (184)

Robust Adaptive Beamforming for Uniform Linear Arrays With Sensor Gain and Phase Uncertainties

IEEE Access, 2019
A robust adaptive beamforming method is proposed in this paper for uniform linear arrays with respect to sensor gain and phase uncertainties. The sensor gain and phase parameters are obtained by solving a series of linear equations that describe the ...
Long Yang, Yixin Yang, Jie Yang
doaj   +1 more source

Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order [PDF]

This paper analyzes the performance of heteroskedasticity-and-autocorrelation-consistent (HAC) covariance matrix estimators in which the residuals are prewhitened using a vector autoregressive (VAR) filter.
Wouter J. den Haan, Andrew T. Levin
core  

Direct One-Bit DOA Estimation Robust in Presence of Unequal Power Signals

IEEE Access
Direction-of-arrival (DOA) estimation is a crucial task in wireless communication and radar systems, with applications spanning beamforming, localization, and target tracking.
Amir Masoud Molaei, Vincent Fusco, Okan Yurduseven   +2 more
doaj   +1 more source

Honey, I shrunk the sample covariance matrix [PDF]

The central message of this paper is that nobody should be using the sample covariance matrix for the purpose of portfolio optimization. It contains estimation error of the kind most likely to perturb a mean-variance optimizer.
Michael Wolf, Olivier Ledoit
core  

Estimating High Dimensional Covariance Matrices and its Applications [PDF]

Estimating covariance matrices is an important part of portfolio selection, risk management, and asset pricing. This paper reviews the recent development in estimating high dimensional covariance matrices, where the number of variables can be greater ...
Jushan Bai, Shuzhong Shi
core  

Influence function and asymptotic efficiency of the affine equivariant rank covariance matrix. [PDF]

Visuri et al (2001) proposed and illustrated the use of the affine equivariant rank covariance matrix (RCM) in classical multivariate inference problems.
Croux, Christophe, Ollila, E, Oja, H
core  

A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart

, 2020
In this paper we propose a perturbative method for the reconstruction of the covariance matrix of a multinormal distribution, under the assumption that the only available information amounts to the covariance matrix of a spherically truncated counterpart
Palombi F., Toti S.
core   +1 more source

A note on testing the covariance matrix for large dimension [PDF]

We consider the problem of testing hypotheses regarding the covariance matrix of multivariate normal data, if the sample size s and dimension n satisfy lim [n,s→∞] n/s = y. Recently, several tests have been proposed in the case, where the sample size and
Dette, Holger, Birke, Melanie
core  

Covariance matrix based fast smoothed sparse DOA estimation with partly calibrated array

, 2018
© 2017 Elsevier GmbH To solve the problem of direction-of-arrival (DOA) estimation for partly calibrated array, a new gain-phase error matrix estimation scheme and a smoothed sparse signal reconstruction method tailored for the complex-valued covariance ...
Filbert Hilman Juwono (23482396), W. Zhou (1551811), D. Huang (2740885), J. Liu (797642)   +3 more
core   +2 more sources

Canonical analysis based on scatter matrices. [PDF]

In this paper, the influence functions and limiting distributions of the canonical correlations and coefficients based on affine equivariant scatter matrices are developed for elliptically symmetric distributions.
Croux, Christophe, Kankainen, A, Taskinen, S, Ollila, E, Ona, H   +4 more
core