Absolute Eigenvalues-Based Covariance Matrix Estimation for a Sparse Array
Document Type
Conference Proceeding
Date of Original Version
7-11-2021
Abstract
The ensemble covariance matrix of a wide sense stationary signal spatially sampled by a full linear array is positive semi-definite and Toeplitz. However, the direct augmented covariance matrix of an augmentable sparse array is Toeplitz but not positive semi-definite, resulting in negative eigenvalues that pose inherent challenges in signal direction estimation problems. The positive eigenvalues-based covariance matrix for augmentable sparse arrays is robust but the matrix is unobtainable when all noise eigenvalues of the direct augmented matrix are negative, which is a possible case. To address this problem, we propose a robust covariance matrix for augmentable sparse arrays that leverages both positive and negative noise eigenvalues. The proposed covariance matrix estimate can be used in conjunction with subspace based algorithms such as multiple signal classification or adaptive beamformers such as minimum variance distortionless response beamformer to yield accurate signal direction estimates.
Publication Title, e.g., Journal
IEEE Workshop on Statistical Signal Processing Proceedings
Volume
2021-July
Citation/Publisher Attribution
Adhikari, Kaushallya. "Absolute Eigenvalues-Based Covariance Matrix Estimation for a Sparse Array." IEEE Workshop on Statistical Signal Processing Proceedings 2021-July, (2021). doi: 10.1109/SSP49050.2021.9513813.