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Robust estimation of the magnitude squared coherence based on kernel signal processing

Author
De Cabrera, F.; Riba, J.; Vazquez, G.; Pujol-Vazquez, G.
Type of activity
Presentation of work at congresses
Name of edition
51st Asilomar Conference on Signal, Systems and Computers
Date of publication
2017
Presentation's date
2017-10-31
Book of congress proceedings
Conference record of the Fifty-First Asilomar Conference on Signals, Systems & Computers: October 29-November 1, 2017 Pacific Grove, California
First page
890
Last page
894
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
DOI
https://doi.org/10.1109/ACSSC.2017.8335477 Open in new window
Project funding
Communications and Signal Processing in Adverse Scenarios - 1
Wrestling with Interference in Communications and Information Processing (TEC2016-76409-C2-1-R)
Repository
http://hdl.handle.net/2117/120304 Open in new window
URL
https://ieeexplore.ieee.org/document/8335477/ Open in new window
Abstract
A new outlier-robust approach to estimate the magnitude squared coherence of a random vector sequence, a common task required in a variety of estimation and detection problems, is proposed. The proposed estimator is based on Renyi's entropy, an information theoretic kernel-based measure that proves to be inversely proportional to the determinant of a regularized version of the covariance matrix in the proper Gaussian case. The trade-off between accuracy and robustness in terms of bias and varian...
Citation
De Cabrera, F., Riba, J., Vazquez, G. Robust estimation of the magnitude squared coherence based on Kernel signal processing. A: Asilomar Conference on Signals, Systems, and Computers. "Conference record of the Fifty-First Asilomar Conference on Signals, Systems & Computers: October 29-November 1, 2017 Pacific Grove, California". Institute of Electrical and Electronics Engineers (IEEE), 2018, p. 890-894.
Keywords
Bias and variance, Covariance matrix, Economic and social effects, Estimation and detection, Magnitude squared coherences, Random vector sequence, Renyi's entropy, Robust approaches, Robust estimation, Signal processing, Trade off
Group of research
SPCOM - Signal Processing and Communications Group

Participants

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