Second order statistics of bilinear forms of robust scatter estimators

Handle URI:
http://hdl.handle.net/10754/622600
Title:
Second order statistics of bilinear forms of robust scatter estimators
Authors:
Kammoun, Abla ( 0000-0002-0195-3159 ) ; Couillet, Romain; Pascal, Frédéric
Abstract:
This paper lies in the lineage of recent works studying the asymptotic behaviour of robust-scatter estimators in the case where the number of observations and the dimension of the population covariance matrix grow at infinity with the same pace. In particular, we analyze the fluctuations of bilinear forms of the robust shrinkage estimator of covariance matrix. We show that this result can be leveraged in order to improve the design of robust detection methods. As an example, we provide an improved generalized likelihood ratio based detector which combines robustness to impulsive observations and optimality across the shrinkage parameter, the optimality being considered for the false alarm regulation.
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Citation:
Kammoun A, Couillet R, Pascal F (2015) Second order statistics of bilinear forms of robust scatter estimators. 2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). Available: http://dx.doi.org/10.1109/ICASSP.2015.7178604.
Publisher:
Institute of Electrical and Electronics Engineers (IEEE)
Journal:
2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
Conference/Event name:
40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015
Issue Date:
12-Aug-2015
DOI:
10.1109/ICASSP.2015.7178604
Type:
Conference Paper
Appears in Collections:
Conference Papers; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorKammoun, Ablaen
dc.contributor.authorCouillet, Romainen
dc.contributor.authorPascal, Frédéricen
dc.date.accessioned2017-01-02T09:55:32Z-
dc.date.available2017-01-02T09:55:32Z-
dc.date.issued2015-08-12en
dc.identifier.citationKammoun A, Couillet R, Pascal F (2015) Second order statistics of bilinear forms of robust scatter estimators. 2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). Available: http://dx.doi.org/10.1109/ICASSP.2015.7178604.en
dc.identifier.doi10.1109/ICASSP.2015.7178604en
dc.identifier.urihttp://hdl.handle.net/10754/622600-
dc.description.abstractThis paper lies in the lineage of recent works studying the asymptotic behaviour of robust-scatter estimators in the case where the number of observations and the dimension of the population covariance matrix grow at infinity with the same pace. In particular, we analyze the fluctuations of bilinear forms of the robust shrinkage estimator of covariance matrix. We show that this result can be leveraged in order to improve the design of robust detection methods. As an example, we provide an improved generalized likelihood ratio based detector which combines robustness to impulsive observations and optimality across the shrinkage parameter, the optimality being considered for the false alarm regulation.en
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)en
dc.titleSecond order statistics of bilinear forms of robust scatter estimatorsen
dc.typeConference Paperen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.identifier.journal2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)en
dc.conference.date2014-04-19 to 2014-04-24en
dc.conference.name40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015en
dc.conference.locationBrisbane, QLD, AUSen
dc.contributor.institutionSupélec, Franceen
kaust.authorKammoun, Ablaen
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