Robust and Sparse M-Estimation of DOA

A robust and sparse Direction of Arrival (DOA) estimator is derived based on general loss functions. It is an M-estimator because it is derived as an extremum estimator for which the objective function is a sample average. In its derivation it is assumed that the array data follows a Complex Elliptically Symmetric (CES) distribution with zero-mean and finite second-order moments. Four loss functions are discussed in detail: the Gauss loss which is the Maximum-Likelihood (ML) loss for the circularly symmetric complex Gaussian distribution, the ML-loss for the complex multivariate t-distribution (MVT) with ν degrees of freedom, as well as Huber and Tyler loss functions. For Gauss loss, the method reduces to Sparse Bayesian Learning (SBL). The root mean square DOA error of the derived estimators is discussed for Gaussian, MVT, and ϵ-contaminated array data. The robust SBL estimators perform well for all cases and nearly identical with classical SBL for Gaussian noise.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
04/19/2019

Multivariate Estimation of Poisson Parameters

This paper is devoted to the multivariate estimation of a vector of Pois...
research
02/25/2021

On shrinkage estimation of a spherically symmetric distribution for balanced loss functions

We consider the problem of estimating the mean vector θ of a d-dimension...
research
01/07/2020

Efficient ML Direction of Arrival Estimation assuming Unknown Sensor Noise Powers

This paper presents an efficient method for computing maximum likelihood...
research
12/21/2020

Multilevel Approximation for Generalized Method of Moments Estimators

Generalized Method of Moments (GMM) estimators in their various forms, i...
research
04/16/2015

Multichannel sparse recovery of complex-valued signals using Huber's criterion

In this paper, we generalize Huber's criterion to multichannel sparse re...
research
04/18/2014

Bias Correction and Modified Profile Likelihood under the Wishart Complex Distribution

This paper proposes improved methods for the maximum likelihood (ML) est...
research
05/05/2020

Designing Accurate Emulators for Scientific Processes using Calibration-Driven Deep Models

Predictive models that accurately emulate complex scientific processes c...

Please sign up or login with your details

Forgot password? Click here to reset