Support estimation of a sample space-time covariance matrix

Delaosa, Connor and Pestana, Jennifer and Goddard, Nicholas J. and Somasundaram, Samuel D. and Weiss, Stephan (2019) Support estimation of a sample space-time covariance matrix. In: Sensor Signal Processing for Defence 2019, 2019-05-09 - 2019-05-10. (In Press)

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    Abstract

    The ensemble-optimum support for a sample space-time covariance matrix can be determined from the ground truth space-time covariance, and the variance of the estimator. In this paper we provide approximations that permit the estimation of the sample-optimum support from the estimate itself, given a suitable detection threshold. In simulations, we provide some insight into the (in)sensitivity and dependencies of this threshold.