The Rank of the Covariance Matrix of an Evanescent Field

Details The Rank of the Covariance Matrix of an Evanescent Field The Rank of the Covariance Matrix of an Evanescent Field

2008-03-06

arxiv.org/abs/0803.0783v3

Statistics

Methodology

Scientific paper

Evanescent random fields arise as a component of the 2-D Wold decomposition of homogenous random fields. Besides their theoretical importance, evanescent random fields have a number of practical applications, such as in modeling the observed signal in the space time adaptive processing (STAP) of airborne radar data. In this paper we derive an expression for the rank of the low-rank covariance matrix of a finite dimension sample from an evanescent random field. It is shown that the rank of this covariance matrix is completely determined by the evanescent field spectral support parameters, alone. Thus, the problem of estimating the rank lends itself to a solution that avoids the need to estimate the rank from the sample covariance matrix. We show that this result can be immediately applied to considerably simplify the estimation of the rank of the interference covariance matrix in the STAP problem.

Affiliated with

Also associated with

No associations

Rating

The Rank of the Covariance Matrix of an Evanescent Field does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with The Rank of the Covariance Matrix of an Evanescent Field, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and The Rank of the Covariance Matrix of an Evanescent Field will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-13429