Structured covariance estimation via maximal representation of convex sets
- 1 January 1991
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- No. 15206149,p. 3249-3252 vol.5
- https://doi.org/10.1109/icassp.1991.150092
Abstract
A method that utilizes the properties of the set of structured covariance matrices in order to perform covariance estimation is presented. The constraint space of allowable covariance matrices is characterized as a convex cone within the space of positive definite Hermitian matrices. The Caratheodory representation theorem is invoked to show that any member of this cone can be represented as a positive weighted sum of a small number of generating dyads. Simulation results confirm the computational efficiency of this approach and its significance in an adaptive beamforming application.Keywords
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