scholarly journals A Sparse-Based Off-Grid DOA Estimation Method for Coprime Arrays

Sensors ◽  
2018 ◽  
Vol 18 (9) ◽  
pp. 3025 ◽  
Author(s):  
Weijian Si ◽  
Fuhong Zeng ◽  
Changbo Hou ◽  
Zhanli Peng
Keyword(s):  
Covariance Matrix ◽  
Estimation Error ◽  
Estimation Method ◽  
Doa Estimation ◽  
Sample Covariance Matrix ◽  
Estimation Methods ◽  
Matrix Estimation ◽  
Estimation Process ◽  
Sample Covariance ◽  
Coprime Arrays

Recently, many sparse-based direction-of-arrival (DOA) estimation methods for coprime arrays have become popular for their excellent detection performance. However, these methods often suffer from grid mismatch problem due to the discretization of the potential angle space, which will cause DOA estimation performance degradation when the target is off-grid. To this end, we proposed a sparse-based off-grid DOA estimation method for coprime arrays in this paper, which includes two parts: coarse estimation process and fine estimation process. In the coarse estimation process, the grid points closest to the true DOAs, named coarse DOAs, are derived by solving an optimization problem, which is constructed according to the statistical property of the vectorized covariance matrix estimation error. Meanwhile, we eliminate the unknown noise variance effectively through a linear transformation. Due to finite snapshots effect, some undesirable correlation terms between signal and noise vectors exist in the sample covariance matrix. In the fine estimation process, we therefore remove the undesirable correlation terms from the sample covariance matrix first, and then utilize a two-step iterative method to update the grid biases. Combining the coarse DOAs with the grid biases, the final DOAs can be obtained. In the end, simulation results verify the effectiveness of the proposed method.

scholarly journals Target Matrix Estimators in Risk-Based Portfolios

2018 ◽  
Author(s):  
Marco Neffelli
Keyword(s):  
Covariance Matrix ◽  
Moving Average ◽  
Estimation Error ◽  
Minimum Variance ◽  
Sample Covariance Matrix ◽  
Sample Mean ◽  
Index Model ◽  
Single Index Model ◽  
Sample Covariance ◽  
Risk Contribution

Portfolio weights solely based on risk avoid estimation error from the sample mean, but they are still affected from the misspecification in the sample covariance matrix. To solve this problem, we shrink the covariance matrix towards the Identity, the Variance Identity, the Single-index model, the Common Covariance, the Constant Correlation and the Exponential Weighted Moving Average target matrices. By an extensive Monte Carlo simulation, we offer a comparative study of these target estimators, testing their ability in reproducing the true portfolio weights. We control for the dataset dimensionality and the shrinkage intensity in the Minimum Variance, Inverse Volatility, Equal-risk-contribution and Maximum Diversification portfolios. We find out that the Identity and Variance Identity have very good statistical properties, being well-conditioned also in high-dimensional dataset. In addition, the these two models are the best target towards to shrink: they minimise the misspecification in risk-based portfolio weights, generating estimates very close to the population values. Overall, shrinking the sample covariance matrix helps reducing weights misspecification, especially in the Minimum Variance and the Maximum Diversification portfolios. The Inverse Volatility and the Equal-Risk-Contribution portfolios are less sensitive to covariance misspecification, hence they benefit less from shrinkage.

scholarly journals Direction-of-Arrival Estimation for Coprime Array Using Compressive Sensing Based Array Interpolation

2017 ◽  
Vol 2017 ◽  
pp. 1-10 ◽  
Author(s):  
Aihua Liu ◽  
Qiang Yang ◽  
Xin Zhang ◽  
Weibo Deng
Keyword(s):  
Covariance Matrix ◽  
Degrees Of Freedom ◽  
Linear Array ◽  
Estimation Method ◽  
Direction Of Arrival ◽  
Doa Estimation ◽  
Interpolation Algorithm ◽  
Estimation Performance ◽  
Sample Covariance ◽  
Coprime Array

A method of direction-of-arrival (DOA) estimation using array interpolation is proposed in this paper to increase the number of resolvable sources and improve the DOA estimation performance for coprime array configuration with holes in its virtual array. The virtual symmetric nonuniform linear array (VSNLA) of coprime array signal model is introduced, with the conventional MUSIC with spatial smoothing algorithm (SS-MUSIC) applied on the continuous lags in the VSNLA; the degrees of freedom (DoFs) for DOA estimation are obviously not fully exploited. To effectively utilize the extent of DoFs offered by the coarray configuration, a compressing sensing based array interpolation algorithm is proposed. The compressing sensing technique is used to obtain the coarse initial DOA estimation, and a modified iterative initial DOA estimation based interpolation algorithm (IMCA-AI) is then utilized to obtain the final DOA estimation, which maps the sample covariance matrix of the VSNLA to the covariance matrix of a filled virtual symmetric uniform linear array (VSULA) with the same aperture size. The proposed DOA estimation method can efficiently improve the DOA estimation performance. The numerical simulations are provided to demonstrate the effectiveness of the proposed method.

scholarly journals Underdetermined DOA Estimation for Wideband Signals via Focused Atomic Norm Minimization

Entropy ◽  
2020 ◽  
Vol 22 (3) ◽  
pp. 359 ◽  
Author(s):  
Juan Shi ◽  
Qunfei Zhang ◽  
Weijie Tan ◽  
Linlin Mao ◽  
Lihuan Huang ◽  
...  
Keyword(s):  
Information Theory ◽  
Signal Processing ◽  
Covariance Matrix ◽  
Estimation Method ◽  
Doa Estimation ◽  
Estimation Methods ◽  
Estimation Accuracy ◽  
Norm Minimization ◽  
Atomic Norm ◽  
Virtual Array

In underwater acoustic signal processing, direction of arrival (DOA) estimation can provide important information for target tracking and localization. To address underdetermined wideband signal processing in underwater passive detection system, this paper proposes a novel underdetermined wideband DOA estimation method equipped with the nested array (NA) using focused atomic norm minimization (ANM), where the signal source number detection is accomplished by information theory criteria. In the proposed DOA estimation method, especially, after vectoring the covariance matrix of each frequency bin, each corresponding obtained vector is focused into the predefined frequency bin by focused matrix. Then, the collected averaged vector is considered as virtual array model, whose steering vector exhibits the Vandermonde structure in terms of the obtained virtual array geometries. Further, the new covariance matrix is recovered based on ANM by semi-definite programming (SDP), which utilizes the information of the Toeplitz structure. Finally, the Root-MUSIC algorithm is applied to estimate the DOAs. Simulation results show that the proposed method outperforms other underdetermined DOA estimation methods based on information theory in term of higher estimation accuracy.

Analysis of grid operation state based on improved maximum eigenvalue sample covariance matrix algorithm

2021 ◽  
pp. 095965182110012
Author(s):  
Dinghui Wu ◽  
Juan Zhang ◽  
Bo Wang ◽  
Tinglong Pan
Keyword(s):  
Covariance Matrix ◽  
Signal To Noise Ratio ◽  
Poor Performance ◽  
Sample Covariance Matrix ◽  
Maximum Eigenvalue ◽  
Signal To Noise ◽  
Matrix Algorithm ◽  
Sample Covariance ◽  
Noise Ratio ◽  
Application Fields

Traditional static threshold–based state analysis methods can be applied to specific signal-to-noise ratio situations but may present poor performance in the presence of large sizes and complexity of power system. In this article, an improved maximum eigenvalue sample covariance matrix algorithm is proposed, where a Marchenko–Pastur law–based dynamic threshold is introduced by taking all the eigenvalues exceeding the supremum into account for different signal-to-noise ratio situations, to improve the calculation efficiency and widen the application fields of existing methods. The comparison analysis based on IEEE 39-Bus system shows that the proposed algorithm outperforms the existing solutions in terms of calculation speed, anti-interference ability, and universality to different signal-to-noise ratio situations.

scholarly journals An Enhanced Smoothed L0-Norm Direction of Arrival Estimation Method Using Covariance Matrix

Sensors ◽  
2021 ◽  
Vol 21 (13) ◽  
pp. 4403
Author(s):  
Ji Woong Paik ◽  
Joon-Ho Lee ◽  
Wooyoung Hong
Keyword(s):  
Covariance Matrix ◽  
Phased Array ◽  
Null Space ◽  
Estimation Method ◽  
Direction Of Arrival ◽  
Estimation Algorithm ◽  
Doa Estimation ◽  
Direction Of Arrival Estimation ◽  
Improve Performance ◽  
Space Projection

An enhanced smoothed l0-norm algorithm for the passive phased array system, which uses the covariance matrix of the received signal, is proposed in this paper. The SL0 (smoothed l0-norm) algorithm is a fast compressive-sensing-based DOA (direction-of-arrival) estimation algorithm that uses a single snapshot from the received signal. In the conventional SL0 algorithm, there are limitations in the resolution and the DOA estimation performance, since a single sample is used. If multiple snapshots are used, the conventional SL0 algorithm can improve performance in terms of the DOA estimation. In this paper, a covariance-fitting-based SL0 algorithm is proposed to further reduce the number of optimization variables when using multiple snapshots of the received signal. A cost function and a new null-space projection term of the sparse recovery for the proposed scheme are presented. In order to verify the performance of the proposed algorithm, we present the simulation results and the experimental results based on the measured data.

scholarly journals Estimation of the population spectral distribution from a large dimensional sample covariance matrix

2013 ◽  
Vol 143 (11) ◽  
pp. 1887-1897 ◽  
Author(s):  
Weiming Li ◽  
Jiaqi Chen ◽  
Yingli Qin ◽  
Zhidong Bai ◽  
Jianfeng Yao
Keyword(s):  
Covariance Matrix ◽  
Spectral Distribution ◽  
Sample Covariance Matrix ◽  
Sample Covariance
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