
handle: 10919/117645
Many applications in signal processing require the estimation of mean and covariance matrices of multivariate complex-valued data. Often, the data are non-Gaussian and are corrupted by outliers or impulsive noise. To mitigate this, robust estimators are employed. However, existing robust estimation techniques employed in signal processing, such as $M$-estimators, provide limited robustness in the multivariate case. For this reason, this paper introduces the signal processing community to the highly robust class of multivariate estimators called multivariate $S$-estimators. The paper extends multivariate $S$-estimation theory to the complex-valued domain. The theoretical performances of $S$-estimators are explored and compared with $M$-estimators through the practical lens of the minimum variance distortionless response (MVDR) beamformer, and the empirical finite-sample performances of the estimators are explored through the practical lens of direction-of-arrival (DOA) estimation using the multiple signal classification (MUSIC) algorithm.
Signal processing, Sq-estimator, covariance and shape matrix estimation, Covariance matrices, TK1-9971, Symmetric matrices, Probability density function, Complex elliptically symmetric distribution, Electrical engineering. Electronics. Nuclear engineering, Robustness, complex-valued S-estimator, Estimation, robust estimation of multivariate location and scatter, Electric breakdown
Signal processing, Sq-estimator, covariance and shape matrix estimation, Covariance matrices, TK1-9971, Symmetric matrices, Probability density function, Complex elliptically symmetric distribution, Electrical engineering. Electronics. Nuclear engineering, Robustness, complex-valued S-estimator, Estimation, robust estimation of multivariate location and scatter, Electric breakdown
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