Support Estimation of a Sample Space-Time Covariance Matrix

Connor Delaosa, J. Pestana, N. Goddard, S. Somasundaram, Stephan Weiss
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引用次数: 9

Abstract

The ensemble-optimum support for a sample space-time covariance matrix can be determined from the ground truth space-time covariance, and the variance of the estimator. In this paper we provide approximations that permit the estimation of the sample-optimum support from the estimate itself, given a suitable detection threshold. In simulations, we provide some insight into the (in)sensitivity and dependencies of this threshold.
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样本时空协方差矩阵的支持度估计
样本空时协方差矩阵的集合最优支持度可由实值空时协方差和估计量方差确定。在本文中,我们提供了允许从估计本身估计样本最优支持的近似,给定一个合适的检测阈值。在模拟中,我们对该阈值的敏感性和依赖性提供了一些见解。
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