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New asymptotic properties for the robust ANMF

Abstract : The purpose of this paper is to derive new asymptotic properties of the robust adaptive normalized matched filter (ANMF). More precisely, the ANMF built with Tyler estimator (TyE-ANMF) is analyzed under the framework of complex elliptically symmetric (CES) distributions. We show that the distribution of TyE-ANMF can be accurately approximated by the well-known distribution of the ANMF built with the sample covariance matrix (SCM-ANMF) under the Gaussian assumption. To that end, the asymptotic properties of the difference between both ANMF detectors are derived. By comparison with the state of the art, the asymptotic properties of the TyE-ANMF are shown to be better approximated by the SCM-ANMF rather than using the NMF (test built with the true CM). Some Monte-Carlo simulations support that claim and demonstrate the interest of this theoretical result.
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Contributor : Frédéric Pascal <>
Submitted on : Thursday, April 9, 2020 - 12:09:09 PM
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Gordana Draskovic, Frédéric Pascal, Arnaud Breloy, Jean-Yves Tourneret. New asymptotic properties for the robust ANMF. The 42nd IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2017), Mar 2017, New Orleans, United States. ⟨10.1109/ICASSP.2017.7952793⟩. ⟨hal-01816123⟩



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