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dc.contributor.authorKammoun, Abla
dc.contributor.authorCouillet, Romain
dc.contributor.authorPascal, Frédéric
dc.date.accessioned2017-01-02T09:55:32Z
dc.date.available2017-01-02T09:55:32Z
dc.date.issued2015-08-12
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.
dc.identifier.doi10.1109/ICASSP.2015.7178604
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.
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)
dc.titleSecond order statistics of bilinear forms of robust scatter estimators
dc.typeConference Paper
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.identifier.journal2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
dc.conference.date2014-04-19 to 2014-04-24
dc.conference.name40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015
dc.conference.locationBrisbane, QLD, AUS
dc.contributor.institutionSupélec, France
kaust.personKammoun, Abla
dc.date.published-online2015-08-12
dc.date.published-print2015-04


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