Conferences: Entropy-Based Covariance Determinant Estimation
De Cabrera Estanyol, J. Riba Sagarra and G. Vázquez Grau

Abstract

An information-theoretic approach is described to estimate the determinant of the covariance matrix of a random vector sequence (a common task in a wide range of estimation and detection problems in signal processing for communications). The method is based on a prior entropy-based processing of the data using kernels and offers robustness against small-entropy contamination. The trade-off between optimality, accuracy and robustness is analyzed, along with the impact of the relative kernel bandwidth and data size.


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