A New Optimality Property of the Capon Estimator

被引：8

作者：

Aubry A. ^{[1
]}

Carotenuto V. ^{[1
]}

De Maio A. ^{[1
]}

机构：

[1] Dipartimento di Ingegneria Elettrica e Delle Tecnologie dell'Informazione, Università Degli Studi di Napoli 'Federico II', Napoli

来源：

IEEE Signal Processing Letters | 2017年 / 24卷 / 11期

关键词：

Capon estimator; data covariance matrix; spectral analysis; unitary invariant norms;

D O I：

10.1109/LSP.2017.2729658

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

A new derivation of the Capon spectral estimator is provided in this letter enriching the set of its possible interpretations. Specifically, it is shown that it defines the best rank-one approximation (according to any distance measure induced by a unitary invariant norm) of the data covariance matrix along the dyadic product specified by the useful signal direction. Remarkably, the Capon power estimate is obtained as solution to a convex optimization problem, which represents the starting point toward the development of a new class of robust estimators. © 1994-2012 IEEE.

引用

页码：1706 / 1708

页数：2

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