摘要翻译:
本文旨在将实椭圆对称(RES)分布均值向量和散度矩阵联合估计的约束半参数Cramer-Rao界(CSCRB)推广到复椭圆对称(CES)分布。通过使用所谓的\textit{Wirtinger}或$\mathbb{C}\mathbb{R}$-\textit{calculus}导出复杂CSCRB(CCSCRB)的封闭形式表达式。最后,给出了一组复杂分布随机向量的复均值向量和散度矩阵估计的CCSCRB作为应用实例。
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英文标题:
《The Semiparametric Cram\'er-Rao Bound for Complex Elliptically Symmetric
  Distributions》
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作者:
Stefano Fortunati, Fulvio Gini, Maria S. Greco, Abdelhak M. Zoubir
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最新提交年份:
2019
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分类信息:
一级分类:Electrical Engineering and Systems Science        电气工程与系统科学
二级分类:Signal Processing        信号处理
分类描述:Theory, algorithms, performance analysis and applications of signal and data analysis, including physical modeling, processing, detection and parameter estimation, learning, mining, retrieval, and information extraction. The term "signal" includes speech, audio, sonar, radar, geophysical, physiological, (bio-) medical, image, video, and multimodal natural and man-made signals, including communication signals and data. Topics of interest include: statistical signal processing, spectral estimation and system identification; filter design, adaptive filtering / stochastic learning; (compressive) sampling, sensing, and transform-domain methods including fast algorithms; signal processing for machine learning and machine learning for signal processing applications; in-network and graph signal processing; convex and nonconvex optimization methods for signal processing applications; radar, sonar, and sensor array beamforming and direction finding; communications signal processing; low power, multi-core and system-on-chip signal processing; sensing, communication, analysis and optimization for cyber-physical systems such as power grids and the Internet of Things.
信号和数据分析的理论、算法、性能分析和应用,包括物理建模、处理、检测和参数估计、学习、挖掘、检索和信息提取。“信号”一词包括语音、音频、声纳、雷达、地球物理、生理、(生物)医学、图像、视频和多模态自然和人为信号,包括通信信号和数据。感兴趣的主题包括:统计信号处理、谱估计和系统辨识;滤波器设计;自适应滤波/随机学习;(压缩)采样、传感和变换域方法,包括快速算法;用于机器学习的信号处理和用于信号处理应用的
机器学习;网络与图形信号处理;信号处理中的凸和非凸优化方法;雷达、声纳和传感器阵列波束形成和测向;通信信号处理;低功耗、多核、片上系统信号处理;信息物理系统的传感、通信、分析和优化,如电网和物联网。
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英文摘要:
  This letter aims at extending the Constrained Semiparametric Cramer-Rao Bound (CSCRB) for the joint estimation of mean vector and scatter matrix of Real Elliptically Symmetric (RES) distributions to Complex Elliptically Symmetric (CES) distributions. A closed form expression for the complex CSCRB (CCSCRB) is derived by exploiting the so-called \textit{Wirtinger} or $\mathbb{C}\mathbb{R}$-\textit{calculus}. Finally, the CCSCRB for the estimation of the complex mean vector and scatter matrix of a set of complex $t$-distributed random vectors is provided as an example of application. 
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PDF链接:
https://arxiv.org/pdf/1807.08505