Title :
On the memoryless robust estimation of the autocorrelation coefficients
Author :
Batalama, Stella N. ; Kazakos, Demerrios
Author_Institution :
Dept. of Electr. Eng., Virginia Univ., Charlottesville, VA, USA
fDate :
27 Jun-1 Jul 1994
Abstract :
Three methods for the estimation of the matrix elements of the correlation matrix of a finite-dependent stationary random sequence are examined: the sample average and two proposed approaches, namely the pseudo maximum likelihood and the pseudo M-estimator. The latter scheme is found as a solution of a Fredholm integral equation. Finally, the existence of a minimax robust design is proved and a suboptimally robust scheme is proposed
Keywords :
Fredholm integral equations; correlation methods; estimation theory; matrix algebra; maximum likelihood estimation; memoryless systems; minimax techniques; random processes; Fredholm integral equation; autocorrelation coefficients; finite-dependent stationary random sequence; memoryless robust estimation; minimax robust design; pseudo M-estimator; pseudo maximum likelihood; sample average; suboptimally robust scheme; Autocorrelation; Distribution functions; Eigenvalues and eigenfunctions; Equations; Erbium; Random processes; Random sequences; Random variables; Robustness; Time of arrival estimation;
Conference_Titel :
Information Theory, 1994. Proceedings., 1994 IEEE International Symposium on
Conference_Location :
Trondheim
Print_ISBN :
0-7803-2015-8
DOI :
10.1109/ISIT.1994.395054
