A Geometric Approach to Covariance Matrix Estimation and its Applications to Radar Problems
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Publication:4621603
DOI10.1109/TSP.2017.2757913zbMATH Open1414.94042arXiv1704.06074OpenAlexW2609219981MaRDI QIDQ4621603FDOQ4621603
Authors: Augusto Aubry, Antonio De Maio, Luca Pallotta 
Publication date: 12 February 2019
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Abstract: A new class of disturbance covariance matrix estimators for radar signal processing applications is introduced following a geometric paradigm. Each estimator is associated with a given unitary invariant norm and performs the sample covariance matrix projection into a specific set of structured covariance matrices. Regardless of the considered norm, an efficient solution technique to handle the resulting constrained optimization problem is developed. Specifically, it is shown that the new family of distribution-free estimators shares a shrinkagetype form; besides, the eigenvalues estimate just requires the solution of a one-dimensional convex problem whose objective function depends on the considered unitary norm. For the two most common norm instances, i.e., Frobenius and spectral, very efficient algorithms are developed to solve the aforementioned one-dimensional optimization leading to almost closed form covariance estimates. At the analysis stage, the performance of the new estimators is assessed in terms of achievable Signal to Interference plus Noise Ratio (SINR) both for a spatial and a Doppler processing assuming different data statistical characterizations. The results show that interesting SINR improvements with respect to some counterparts available in the open literature can be achieved especially in training starved regimes.
Full work available at URL: https://arxiv.org/abs/1704.06074
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