Impact of space-time covariance estimation errors on a parahermitian matrix EVD

Delaosa, Connor and Coutts, Fraser K. and Pestana, Jennifer and Weiss, Stephan (2018) Impact of space-time covariance estimation errors on a parahermitian matrix EVD. In: 10th IEEE Workshop on Sensor Array and Multichannel Signal Processing, 2018-07-08 - 2018-07-11.

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Abstract

This paper studies the impact of estimation errors in the sample space-time covariance matrix on its parahermitian matrix eigenvalue decomposition. We provide theoretical bounds for the perturbation of the ground-truth eigenvalues and of the subspaces of their corresponding eigenvectors. We show that for the eigenvalues, the perturbation depends on the norm of the estimation error in the space-time covariance matrix, while the perturbation of eigenvector subspaces can additionally be influenced by the spectral distance of the eigenvalues. We confirm these theoretical results by simulations.

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• Item metadata

  Item type:	Conference or Workshop Item(Paper)
  ID code:	63998
  Dates:	Date Event 8 July 2018 Published 30 April 2018 Accepted
  Notes:	© 2018 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works
  Subjects:	Technology > Electrical engineering. Electronics Nuclear engineering Science > Mathematics
  Department:	Faculty of Engineering > Electronic and Electrical Engineering Faculty of Science > Mathematics and Statistics
  Depositing user:	Pure Administrator
  Date deposited:	10 May 2018 15:36
  Last modified:	09 Apr 2024 06:28
  URI:	https://strathprints.strath.ac.uk/id/eprint/63998