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Asymptotic mean squared error performance of diagonally loaded Capon-MVDR processor

Publication ,  Conference
Richmond, CD; Rao Nadakuditi, R; Edelman, A
Published in: Conference Record - Asilomar Conference on Signals, Systems and Computers
December 1, 2005

The asymptotic local mean squared error (MSB) performance of the Capon algorithm, a.k.a the minimum variance distortionless response (MVDR) spectral estimator, has been studied extensively by several authors. Stoica et al. [21], Vaidyanathan and Buckley [23], and Hawkes and Nehorai [11] have exploited Taylor's theorem and complex gradient methods to provide accurate prediction of the Capon algorithm signal parameter estimate MSB performance. These predictions are valid (i) above the estimation threshold signal-to-noise ratio (SNR) and (ii) provided a sufficient number of training samples is available for covariance estimation. The goal of this present analysis is to extend these results to the case in which the sample covariance matrix is diagonally loaded, as is often done in practice for regularization, stabilizing matrix inversion, and white noise gain control [7]. Recent advances in the theory of random matrices with large dimensions facilitate simple calculation of the required moments of the eigenvalues of several modified complex Wishart matrices including the inverse of the diagonally loaded case [14, 16]. This initial work focuses on the MSB prediction of angle estimates derived for the canonical case of single and multiple planewave signals in white noise. © 2005 IEEE.

Duke Scholars

Published In

Conference Record - Asilomar Conference on Signals, Systems and Computers

ISSN

1058-6393

Publication Date

December 1, 2005

Volume

2005

Start / End Page

1711 / 1716
 

Citation

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ICMJE
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Richmond, C. D., Rao Nadakuditi, R., & Edelman, A. (2005). Asymptotic mean squared error performance of diagonally loaded Capon-MVDR processor. In Conference Record - Asilomar Conference on Signals, Systems and Computers (Vol. 2005, pp. 1711–1716).
Richmond, C. D., R. Rao Nadakuditi, and A. Edelman. “Asymptotic mean squared error performance of diagonally loaded Capon-MVDR processor.” In Conference Record - Asilomar Conference on Signals, Systems and Computers, 2005:1711–16, 2005.
Richmond CD, Rao Nadakuditi R, Edelman A. Asymptotic mean squared error performance of diagonally loaded Capon-MVDR processor. In: Conference Record - Asilomar Conference on Signals, Systems and Computers. 2005. p. 1711–6.
Richmond, C. D., et al. “Asymptotic mean squared error performance of diagonally loaded Capon-MVDR processor.” Conference Record - Asilomar Conference on Signals, Systems and Computers, vol. 2005, 2005, pp. 1711–16.
Richmond CD, Rao Nadakuditi R, Edelman A. Asymptotic mean squared error performance of diagonally loaded Capon-MVDR processor. Conference Record - Asilomar Conference on Signals, Systems and Computers. 2005. p. 1711–1716.

Published In

Conference Record - Asilomar Conference on Signals, Systems and Computers

ISSN

1058-6393

Publication Date

December 1, 2005

Volume

2005

Start / End Page

1711 / 1716