Fluctuations of the SNR at the output of the MVDR with Regularized Tyler Estimators

Handle URI:
http://hdl.handle.net/10754/622087
Title:
Fluctuations of the SNR at the output of the MVDR with Regularized Tyler Estimators
Authors:
Elkhalil, Khalil ( 0000-0001-7656-3246 ) ; Kammoun, Abla ( 0000-0002-0195-3159 ) ; Al-Naffouri, Tareq Y.; Alouini, Mohamed-Slim ( 0000-0003-4827-1793 )
Abstract:
This paper analyzes the statistical properties of the signal-to-noise ratio (SNR) at the output of the Capon's minimum variance distortionless response (MVDR) beamformers when operating over impulsive noises. Particularly, we consider the supervised case in which the receiver employs the regularized Tyler estimator in order to estimate the covariance matrix of the interference-plus-noise process using n observations of size N×1N×1. The choice for the regularized Tylor estimator (RTE) is motivated by its resilience to the presence of outliers and its regularization parameter that guarantees a good conditioning of the covariance estimate. Of particular interest in this paper is the derivation of the second order statistics of the SINR. To achieve this goal, we consider two different approaches. The first one is based on considering the classical regime, referred to as the n-large regime, in which N is assumed to be fixed while n grows to infinity. The second approach is built upon recent results developped within the framework of random matrix theory and assumes that N and n grow large together. Numerical results are provided in order to compare between the accuracies of each regime under different settings.
KAUST Department:
Electrical Engineering Program
Citation:
Elkhalil K, Kammoun A, Al-Naffouri TY, Alouini M-S (2016) Fluctuations of the SNR at the output of the MVDR with Regularized Tyler Estimators. Signal Processing. Available: http://dx.doi.org/10.1016/j.sigpro.2016.12.023.
Publisher:
Elsevier BV
Journal:
Signal Processing
Issue Date:
27-Dec-2016
DOI:
10.1016/j.sigpro.2016.12.023
Type:
Article
ISSN:
0165-1684
Additional Links:
http://www.sciencedirect.com/science/article/pii/S0165168416303760
Appears in Collections:
Articles; Electrical Engineering Program

Full metadata record

DC FieldValue Language
dc.contributor.authorElkhalil, Khalilen
dc.contributor.authorKammoun, Ablaen
dc.contributor.authorAl-Naffouri, Tareq Y.en
dc.contributor.authorAlouini, Mohamed-Slimen
dc.date.accessioned2016-12-29T13:20:20Z-
dc.date.available2016-12-29T13:20:20Z-
dc.date.issued2016-12-27en
dc.identifier.citationElkhalil K, Kammoun A, Al-Naffouri TY, Alouini M-S (2016) Fluctuations of the SNR at the output of the MVDR with Regularized Tyler Estimators. Signal Processing. Available: http://dx.doi.org/10.1016/j.sigpro.2016.12.023.en
dc.identifier.issn0165-1684en
dc.identifier.doi10.1016/j.sigpro.2016.12.023en
dc.identifier.urihttp://hdl.handle.net/10754/622087-
dc.description.abstractThis paper analyzes the statistical properties of the signal-to-noise ratio (SNR) at the output of the Capon's minimum variance distortionless response (MVDR) beamformers when operating over impulsive noises. Particularly, we consider the supervised case in which the receiver employs the regularized Tyler estimator in order to estimate the covariance matrix of the interference-plus-noise process using n observations of size N×1N×1. The choice for the regularized Tylor estimator (RTE) is motivated by its resilience to the presence of outliers and its regularization parameter that guarantees a good conditioning of the covariance estimate. Of particular interest in this paper is the derivation of the second order statistics of the SINR. To achieve this goal, we consider two different approaches. The first one is based on considering the classical regime, referred to as the n-large regime, in which N is assumed to be fixed while n grows to infinity. The second approach is built upon recent results developped within the framework of random matrix theory and assumes that N and n grow large together. Numerical results are provided in order to compare between the accuracies of each regime under different settings.en
dc.publisherElsevier BVen
dc.relation.urlhttp://www.sciencedirect.com/science/article/pii/S0165168416303760en
dc.rightsNOTICE: this is the author’s version of a work that was accepted for publication in Signal Processing. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Signal Processing, 27 December 2016. DOI: 10.1016/j.sigpro.2016.12.023en
dc.subjectMVDR beamformingen
dc.subjectRobust estimatorsen
dc.subjectRegularized Tyler estimatoren
dc.subjectCentral limit theoremen
dc.titleFluctuations of the SNR at the output of the MVDR with Regularized Tyler Estimatorsen
dc.typeArticleen
dc.contributor.departmentElectrical Engineering Programen
dc.identifier.journalSignal Processingen
dc.eprint.versionPost-printen
kaust.authorElkhalil, Khalilen
kaust.authorKammoun, Ablaen
kaust.authorAl-Naffouri, Tareq Y.en
kaust.authorAlouini, Mohamed-Slimen
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