Sample covariance based estimation of Capon algorithm error probabilities

Christ Richmond, Robert L. Geddes, Ramis Movassagh, Alan Edelman

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

Abstract

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.

Original languageEnglish (US)
Title of host publicationConference Record of the 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010
Pages1842-1845
Number of pages4
DOIs
StatePublished - Dec 1 2010
Externally publishedYes
Event44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010 - Pacific Grove, CA, United States
Duration: Nov 7 2010Nov 10 2010

Other

Other44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010
CountryUnited States
CityPacific Grove, CA
Period11/7/1011/10/10

Fingerprint

Signal to noise ratio
Covariance matrix
Measurement errors
Target tracking
Statistical methods
Error probability

ASJC Scopus subject areas

  • Signal Processing
  • Computer Networks and Communications

Cite this

Richmond, C., Geddes, R. L., Movassagh, R., & Edelman, A. (2010). Sample covariance based estimation of Capon algorithm error probabilities. In Conference Record of the 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010 (pp. 1842-1845). [5757895] https://doi.org/10.1109/ACSSC.2010.5757895

Sample covariance based estimation of Capon algorithm error probabilities. / Richmond, Christ; Geddes, Robert L.; Movassagh, Ramis; Edelman, Alan.

Conference Record of the 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010. 2010. p. 1842-1845 5757895.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Richmond, C, Geddes, RL, Movassagh, R & Edelman, A 2010, Sample covariance based estimation of Capon algorithm error probabilities. in Conference Record of the 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010., 5757895, pp. 1842-1845, 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010, Pacific Grove, CA, United States, 11/7/10. https://doi.org/10.1109/ACSSC.2010.5757895
Richmond C, Geddes RL, Movassagh R, Edelman A. Sample covariance based estimation of Capon algorithm error probabilities. In Conference Record of the 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010. 2010. p. 1842-1845. 5757895 https://doi.org/10.1109/ACSSC.2010.5757895
Richmond, Christ ; Geddes, Robert L. ; Movassagh, Ramis ; Edelman, Alan. / Sample covariance based estimation of Capon algorithm error probabilities. Conference Record of the 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010. 2010. pp. 1842-1845
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