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Sample Space-Time Covariance Estimation

Abstract: 

Estimation errors are incurred when calculating the sample space-time covariance matrix. We formulate the variance of this estimator when operating on a finite sample set, compare it to known results, and demonstrate its precision in simulations. The variance of the estimation links directly to previously explored perturbation of the analytic eigenvalues and eigenspaces of a parahermitian cross-spectral density matrix when estimated from finite data.

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Paper Details

Authors:
Connor Delaosa, Jennifer Pestana, Nicholas J. Goddard, Sam Somasundaram, Stephan Weiss
Submitted On:
15 May 2019 - 4:53pm
Short Link:
Type:
Presentation Slides
Event:
Presenter's Name:
Connor Delaosa
Paper Code:
2408
Document Year:
2019
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Document Files

icassp_2a.pdf

(21)

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[1] Connor Delaosa, Jennifer Pestana, Nicholas J. Goddard, Sam Somasundaram, Stephan Weiss, "Sample Space-Time Covariance Estimation", IEEE SigPort, 2019. [Online]. Available: http://sigport.org/4531. Accessed: Jul. 19, 2019.
@article{4531-19,
url = {http://sigport.org/4531},
author = {Connor Delaosa; Jennifer Pestana; Nicholas J. Goddard; Sam Somasundaram; Stephan Weiss },
publisher = {IEEE SigPort},
title = {Sample Space-Time Covariance Estimation},
year = {2019} }
TY - EJOUR
T1 - Sample Space-Time Covariance Estimation
AU - Connor Delaosa; Jennifer Pestana; Nicholas J. Goddard; Sam Somasundaram; Stephan Weiss
PY - 2019
PB - IEEE SigPort
UR - http://sigport.org/4531
ER -
Connor Delaosa, Jennifer Pestana, Nicholas J. Goddard, Sam Somasundaram, Stephan Weiss. (2019). Sample Space-Time Covariance Estimation. IEEE SigPort. http://sigport.org/4531
Connor Delaosa, Jennifer Pestana, Nicholas J. Goddard, Sam Somasundaram, Stephan Weiss, 2019. Sample Space-Time Covariance Estimation. Available at: http://sigport.org/4531.
Connor Delaosa, Jennifer Pestana, Nicholas J. Goddard, Sam Somasundaram, Stephan Weiss. (2019). "Sample Space-Time Covariance Estimation." Web.
1. Connor Delaosa, Jennifer Pestana, Nicholas J. Goddard, Sam Somasundaram, Stephan Weiss. Sample Space-Time Covariance Estimation [Internet]. IEEE SigPort; 2019. Available from : http://sigport.org/4531