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Communication Dans Un Congrès Année : 2018

Efficient Estimation of Scatter Matrix with Convex Structure under t-Distribution

Résumé

This paper addresses structured covariance matrix estimation under t-distribution. Covariance matrices frequently reveal a particular structure due to the considered application and taking into account this structure usually improves estimation accuracy. In the framework of robust estimation, the t-distribution is particularly suited to describe heavy-tailed observation. In this context, we propose an efficient estimation procedure for covariance matrices with convex structure under t-distribution. Numerical examples for Hermitian Toeplitz structure corroborate the theoretical analysis.
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Dates et versions

hal-01784707 , version 1 (03-05-2018)

Identifiants

Citer

Bruno Meriaux, Chengfang Ren, Mohammed Nabil El Korso, Arnaud Breloy, Philippe Forster. Efficient Estimation of Scatter Matrix with Convex Structure under t-Distribution. 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2018), Apr 2018, Calgary, Canada. pp.4474-4478, ⟨10.1109/icassp.2018.8462449⟩. ⟨hal-01784707⟩
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