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Sample covariance based estimation of Capon algorithm error probabilities

Publication ,  Conference
Richmond, CD; Geddes, RL; Movassagh, R; Edelman, A
Published in: Conference Record - Asilomar Conference on Signals, Systems and Computers
December 1, 2010

The method of interval estimation (MIE) provides a strategy for mean squared error (MSE) prediction of algorithm performance at low signal-to-noise ratios (SNR) below estimation threshold where asymptotic predictions fail. MIE interval error probabilities for the Capon algorithm are known and depend on the true data covariance and assumed signal array response. Herein estimation of these error probabilities is considered to improve representative measurement errors for parameter estimates obtained in low SNR scenarios, as this may improve overall target tracking performance. A statistical analysis of Capon error probability estimation based on the data sample covariance matrix is explored herein. © 2010 IEEE.

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Published In

Conference Record - Asilomar Conference on Signals, Systems and Computers

DOI

ISSN

1058-6393

Publication Date

December 1, 2010

Start / End Page

1842 / 1845
 

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Richmond, C. D., Geddes, R. L., Movassagh, R., & Edelman, A. (2010). Sample covariance based estimation of Capon algorithm error probabilities. In Conference Record - Asilomar Conference on Signals, Systems and Computers (pp. 1842–1845). https://doi.org/10.1109/ACSSC.2010.5757895
Richmond, C. D., R. L. Geddes, R. Movassagh, and A. Edelman. “Sample covariance based estimation of Capon algorithm error probabilities.” In Conference Record - Asilomar Conference on Signals, Systems and Computers, 1842–45, 2010. https://doi.org/10.1109/ACSSC.2010.5757895.
Richmond CD, Geddes RL, Movassagh R, Edelman A. Sample covariance based estimation of Capon algorithm error probabilities. In: Conference Record - Asilomar Conference on Signals, Systems and Computers. 2010. p. 1842–5.
Richmond, C. D., et al. “Sample covariance based estimation of Capon algorithm error probabilities.” Conference Record - Asilomar Conference on Signals, Systems and Computers, 2010, pp. 1842–45. Scopus, doi:10.1109/ACSSC.2010.5757895.
Richmond CD, Geddes RL, Movassagh R, Edelman A. Sample covariance based estimation of Capon algorithm error probabilities. Conference Record - Asilomar Conference on Signals, Systems and Computers. 2010. p. 1842–1845.

Published In

Conference Record - Asilomar Conference on Signals, Systems and Computers

DOI

ISSN

1058-6393

Publication Date

December 1, 2010

Start / End Page

1842 / 1845