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dc.contributor.authorElkhalil, Khalil
dc.contributor.authorKammoun, Abla
dc.contributor.authorAl-Naffouri, Tareq Y.
dc.contributor.authorAlouini, Mohamed-Slim
dc.date.accessioned2016-12-29T13:20:20Z
dc.date.available2016-12-29T13:20:20Z
dc.date.issued2016-12-27
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.
dc.identifier.issn0165-1684
dc.identifier.doi10.1016/j.sigpro.2016.12.023
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.
dc.publisherElsevier BV
dc.relation.urlhttp://www.sciencedirect.com/science/article/pii/S0165168416303760
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.2016.12.023
dc.subjectMVDR beamforming
dc.subjectRobust estimators
dc.subjectRegularized Tyler estimator
dc.subjectCentral limit theorem
dc.titleFluctuations of the SNR at the output of the MVDR with Regularized Tyler Estimators
dc.typeArticle
dc.contributor.departmentElectrical Engineering Program
dc.identifier.journalSignal Processing
dc.eprint.versionPost-print
kaust.personElkhalil, Khalil
kaust.personKammoun, Abla
kaust.personAl-Naffouri, Tareq Y.
kaust.personAlouini, Mohamed-Slim


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